-35.0%
STRL vs BAM
+2.7%
-37.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.5% | +3.1% |
| 7D | -26.9% | +9.7% | -36.6% | -30.1% |
| 30D | -52.7% | +19.0% | -71.7% | -56.8% |
| 3M | -52.8% | +0.6% | -53.4% | -53.0% |
| 6M | -71.5% | +11.1% | -82.6% | -73.6% |
| YTD | -17.4% | +4.2% | -21.6% | -23.1% |
| 1Y | -35.0% | +3.3% | -38.3% | -38.8% |
| All | -35.0% | +2.7% | -37.6% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling