+25.7%
SNY vs BAM
+81.2%
-55.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +2.8% | -2.7% | +5.5% | +3.1% |
| 30D | +21.6% | +15.5% | +6.1% | +19.9% |
| 3M | +10.5% | -6.9% | +17.3% | +11.0% |
| 6M | +14.0% | +9.9% | +4.1% | +12.8% |
| YTD | +5.4% | +1.4% | +4.0% | +4.6% |
| 1Y | -2.5% | +3.3% | -5.7% | -3.3% |
| 3Y | +22.1% | +83.6% | -61.5% | +13.3% |
| All | +25.7% | +81.2% | -55.5% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling