+24.3%
STM vs BAM
+80.8%
-56.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.7% |
| 7D | +16.3% | -2.0% | +18.3% | +17.6% |
| 30D | -6.3% | +13.7% | -19.9% | -13.4% |
| 3M | -14.1% | -4.8% | -9.3% | -12.2% |
| 6M | -19.6% | +7.6% | -27.2% | -24.2% |
| YTD | +80.1% | +1.2% | +79.0% | +75.7% |
| 1Y | +95.4% | -2.3% | +97.6% | +94.2% |
| 3Y | +14.7% | +84.1% | -69.4% | -18.6% |
| All | +24.3% | +80.8% | -56.5% | -13.6% |
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