+0.4%
STM vs BAM
+84.2%
-83.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -3.0% | -9.3% | -10.5% |
| 7D | -20.1% | +7.9% | -28.0% | -24.0% |
| 30D | -32.0% | +16.0% | -48.0% | -38.4% |
| 3M | -24.2% | +0.6% | -24.8% | -25.1% |
| 6M | -29.9% | +10.5% | -40.4% | -35.5% |
| YTD | +54.9% | +3.2% | +51.7% | +48.7% |
| 1Y | +68.0% | +1.0% | +67.0% | +63.3% |
| All | +0.4% | +84.2% | -83.7% | -39.4% |
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