+39.5%
STM vs BAM
+78.0%
-38.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.5% |
| 7D | +5.8% | -2.0% | +7.8% | +7.0% |
| 30D | -1.0% | -2.9% | +1.9% | +0.3% |
| 3M | -33.3% | +9.4% | -42.6% | -37.2% |
| 6M | +57.4% | +10.8% | +46.6% | +46.3% |
| YTD | +102.2% | -0.4% | +102.6% | +100.0% |
| 1Y | +99.6% | -10.9% | +110.5% | +110.3% |
| 3Y | +14.5% | +61.3% | -46.7% | -14.2% |
| All | +39.5% | +78.0% | -38.4% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling