+89.0%
SNOW vs BAM
+90.5%
-1.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.2% | +4.3% |
| 7D | +0.2% | +5.3% | -5.1% | -2.7% |
| 30D | -21.1% | +18.1% | -39.2% | -28.4% |
| 3M | -11.9% | +4.2% | -16.1% | -14.4% |
| 6M | +91.0% | +11.1% | +79.9% | +77.9% |
| YTD | +32.7% | +6.6% | +26.1% | +26.6% |
| 1Y | +10.8% | +6.2% | +4.6% | +5.7% |
| 3Y | +86.2% | +95.0% | -8.8% | +30.3% |
| All | +89.0% | +90.5% | -1.5% | +33.8% |
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 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