-64.3%
STLA vs BAM
+86.2%
-150.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.8% |
| 7D | -4.5% | +9.7% | -14.2% | -9.4% |
| 30D | -3.9% | +19.0% | -22.9% | -12.9% |
| 3M | -20.2% | +0.6% | -20.7% | -20.6% |
| 6M | -42.2% | +11.1% | -53.2% | -45.7% |
| YTD | -59.3% | +4.2% | -63.5% | -60.8% |
| 1Y | -56.1% | +3.3% | -59.4% | -57.5% |
| 3Y | -73.7% | +88.8% | -162.4% | -80.9% |
| All | -64.3% | +86.2% | -150.5% | -74.3% |
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