+52.5%
SO vs BAM
+93.4%
-40.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +1.3% |
| 7D | -1.1% | +5.3% | -6.4% | -1.1% |
| 30D | +8.6% | +18.1% | -9.5% | +8.5% |
| 3M | +1.8% | +4.2% | -2.4% | +1.6% |
| 6M | +3.6% | +11.1% | -7.5% | +3.5% |
| YTD | +9.9% | +6.6% | +3.3% | +9.8% |
| 1Y | +5.7% | +6.2% | -0.5% | +5.6% |
| 3Y | +52.5% | +95.0% | -42.5% | +42.1% |
| All | +52.5% | +93.4% | -40.9% | +42.1% |
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