+124.1%
STLD vs BAM
+86.2%
+37.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.1% |
| 7D | -11.1% | +9.7% | -20.8% | -14.6% |
| 30D | -4.8% | +19.0% | -23.8% | -11.7% |
| 3M | -14.6% | +0.6% | -15.1% | -15.2% |
| 6M | -7.4% | +11.1% | -18.5% | -12.5% |
| YTD | +32.6% | +4.2% | +28.4% | +27.9% |
| 1Y | +47.3% | +3.3% | +44.0% | +42.5% |
| 3Y | +107.5% | +88.8% | +18.8% | +51.6% |
| All | +124.1% | +86.2% | +37.9% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling