-11.0%
SMR vs BAM
+78.0%
-89.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -1.2% |
| 7D | +4.4% | -2.0% | +6.4% | +6.5% |
| 30D | +3.4% | -2.9% | +6.3% | +7.0% |
| 3M | -19.2% | +9.4% | -28.5% | -26.8% |
| 6M | -22.6% | +10.8% | -33.4% | -29.8% |
| YTD | -31.5% | -0.4% | -31.1% | -31.4% |
| 1Y | -73.1% | -10.9% | -62.2% | -69.3% |
| 3Y | +55.0% | +61.3% | -6.3% | +3.6% |
| All | -11.0% | +78.0% | -89.0% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling