-24.7%
STRL vs BAM
+3.7%
-28.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | -19.8% | +5.0% | -24.8% | -21.3% |
| 30D | -43.6% | +16.6% | -60.1% | -47.7% |
| 3M | -45.2% | +2.2% | -47.4% | -45.8% |
| 6M | -65.7% | +9.7% | -75.4% | -67.7% |
| YTD | -5.4% | +5.2% | -10.7% | -12.2% |
| 1Y | -24.7% | +3.9% | -28.6% | -28.8% |
| All | -24.7% | +3.7% | -28.3% | -28.8% |
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