+111.6%
SNOW vs BAM
+61.4%
+50.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.8% |
| 7D | +2.8% | -2.0% | +4.8% | +4.1% |
| 30D | +6.4% | -2.9% | +9.3% | +8.1% |
| 3M | +38.1% | +9.4% | +28.7% | +30.0% |
| 6M | +100.4% | +10.8% | +89.6% | +86.1% |
| YTD | +53.7% | -0.4% | +54.2% | +53.0% |
| 1Y | +52.0% | -10.9% | +62.8% | +60.9% |
| All | +111.6% | +61.4% | +50.2% | +64.0% |
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