-66.8%
STLA vs BAM
+84.8%
-151.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.5% |
| 7D | -11.6% | -2.9% | -8.7% | -10.1% |
| 30D | -6.2% | +14.7% | -20.8% | -13.1% |
| 3M | -24.6% | -4.1% | -20.5% | -22.8% |
| 6M | -44.9% | +9.6% | -54.5% | -47.9% |
| YTD | -62.3% | +3.4% | -65.7% | -63.5% |
| 1Y | -61.8% | +1.0% | -62.8% | -62.6% |
| 3Y | -75.3% | +88.2% | -163.6% | -82.1% |
| All | -66.8% | +84.8% | -151.7% | -76.1% |
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 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