+19.2%
STM vs BAM
+90.5%
-71.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.4% | +5.4% |
| 7D | -5.6% | +5.3% | -10.8% | -8.3% |
| 30D | -14.4% | +18.1% | -32.5% | -22.5% |
| 3M | -20.5% | +4.2% | -24.7% | -22.9% |
| 6M | -24.5% | +11.1% | -35.6% | -30.0% |
| YTD | +72.7% | +6.6% | +66.1% | +63.7% |
| 1Y | +91.0% | +6.2% | +84.8% | +81.1% |
| 3Y | +13.5% | +95.0% | -81.5% | -21.9% |
| All | +19.2% | +90.5% | -71.4% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling