+6.9%
STM vs BAM
+84.5%
-77.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -3.0% | -9.3% | -10.7% |
| 7D | -20.1% | +7.9% | -28.0% | -23.7% |
| 30D | -32.0% | +16.0% | -48.0% | -37.9% |
| 3M | -24.2% | +0.6% | -24.8% | -25.1% |
| 6M | -29.9% | +10.5% | -40.4% | -35.0% |
| YTD | +54.9% | +3.2% | +51.7% | +49.4% |
| 1Y | +68.0% | +1.0% | +67.0% | +63.8% |
| 3Y | -0.1% | +84.2% | -84.4% | -29.4% |
| All | +6.9% | +84.5% | -77.6% | -26.5% |
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