-64.6%
STLA vs BAM
+61.4%
-126.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +0.9% |
| 7D | +2.6% | -2.0% | +4.6% | +3.8% |
| 30D | -1.2% | -2.9% | +1.7% | +0.5% |
| 3M | -24.8% | +9.4% | -34.1% | -29.0% |
| 6M | -25.6% | +10.8% | -36.3% | -30.5% |
| YTD | -48.9% | -0.4% | -48.5% | -49.5% |
| 1Y | -38.8% | -10.9% | -27.9% | -35.0% |
| All | -64.6% | +61.4% | -126.0% | -74.9% |
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