+56.5%
SMR vs BAM
+61.4%
-4.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -1.2% |
| 7D | +4.4% | -2.0% | +6.4% | +6.7% |
| 30D | +3.4% | -2.9% | +6.3% | +7.3% |
| 3M | -19.2% | +9.4% | -28.5% | -27.7% |
| 6M | -22.6% | +10.8% | -33.4% | -30.8% |
| YTD | -31.5% | -0.4% | -31.1% | -31.6% |
| 1Y | -73.1% | -10.9% | -62.2% | -68.9% |
| All | +56.5% | +61.4% | -4.9% | -22.8% |
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