+25.0%
STM vs BAM
+81.2%
-56.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.4% |
| 7D | +12.0% | -2.7% | +14.7% | +13.7% |
| 30D | -0.4% | +15.5% | -15.9% | -8.8% |
| 3M | -13.2% | -6.9% | -6.3% | -10.1% |
| 6M | -26.1% | +9.9% | -36.0% | -31.1% |
| YTD | +81.2% | +1.4% | +79.8% | +76.5% |
| 1Y | +98.3% | +3.3% | +95.0% | +91.0% |
| 3Y | +16.7% | +83.6% | -66.9% | -17.2% |
| All | +25.0% | +81.2% | -56.2% | -13.2% |
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