+55.8%
SMR vs BAM
+85.9%
-30.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +0.9% | +15.3% | +15.2% |
| 7D | -9.6% | +9.7% | -19.3% | -19.1% |
| 30D | -33.8% | +19.0% | -52.8% | -46.0% |
| 3M | -46.4% | +0.6% | -46.9% | -47.3% |
| 6M | -62.4% | +11.1% | -73.5% | -67.3% |
| YTD | -64.1% | +4.2% | -68.3% | -66.4% |
| 1Y | -84.3% | +3.3% | -87.7% | -85.1% |
| 3Y | +55.8% | +88.8% | -32.9% | -27.5% |
| All | +55.8% | +85.9% | -30.1% | -27.5% |
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