+117.9%
STLD vs BAM
+93.4%
+24.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.2% |
| 7D | -9.7% | +5.3% | -14.9% | -11.5% |
| 30D | -4.5% | +18.1% | -22.6% | -11.0% |
| 3M | -13.1% | +4.2% | -17.3% | -14.9% |
| 6M | -2.8% | +11.1% | -13.8% | -7.8% |
| YTD | +35.3% | +6.6% | +28.7% | +29.5% |
| 1Y | +51.4% | +6.2% | +45.2% | +44.8% |
| 3Y | +117.9% | +95.0% | +22.9% | +70.5% |
| All | +117.9% | +93.4% | +24.6% | +70.5% |
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