+101.7%
SMR vs BAM
+85.6%
+16.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.6% | -3.6% |
| 7D | -8.3% | -2.7% | -5.6% | -5.3% |
| 30D | -20.1% | +15.5% | -35.6% | -32.5% |
| 3M | -52.7% | -6.9% | -45.8% | -49.2% |
| 6M | -61.0% | +9.9% | -70.9% | -65.6% |
| YTD | -67.1% | +1.4% | -68.5% | -68.2% |
| 1Y | -79.9% | +3.3% | -83.1% | -80.9% |
| 3Y | +101.7% | +83.6% | +18.1% | +0.3% |
| All | +101.7% | +85.6% | +16.1% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling