+88.9%
SNOW vs BAM
+81.2%
+7.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +5.5% | -2.7% | +8.2% | +7.0% |
| 30D | -13.2% | +15.5% | -28.7% | -20.4% |
| 3M | -13.7% | -6.9% | -6.9% | -10.7% |
| 6M | +91.0% | +9.9% | +81.1% | +78.6% |
| YTD | +32.7% | +1.4% | +31.3% | +30.0% |
| 1Y | +13.3% | +3.3% | +10.0% | +9.6% |
| 3Y | +83.4% | +83.6% | -0.3% | +32.4% |
| All | +88.9% | +81.2% | +7.7% | +37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling