+96.5%
STM vs BAM
+4.2%
+92.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.2% | -12.3% | -8.8% |
| 7D | -6.0% | +14.2% | -20.2% | -12.2% |
| 30D | -20.9% | +21.0% | -41.9% | -28.6% |
| 3M | -15.8% | +5.2% | -20.9% | -18.2% |
| 6M | -17.0% | +16.0% | -33.0% | -24.8% |
| YTD | +76.8% | +6.5% | +70.3% | +66.5% |
| 1Y | +96.5% | +4.4% | +92.1% | +86.8% |
| All | +96.5% | +4.2% | +92.2% | +86.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling