+346.8%
STRL vs BAM
+93.4%
+253.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.3% | +12.6% | +13.4% |
| 7D | -13.3% | +5.3% | -18.6% | -17.1% |
| 30D | -43.3% | +18.1% | -61.4% | -50.6% |
| 3M | -46.9% | +4.2% | -51.1% | -49.4% |
| 6M | -65.6% | +11.1% | -76.7% | -69.3% |
| YTD | -5.1% | +6.6% | -11.7% | -13.5% |
| 1Y | -23.1% | +6.2% | -29.3% | -29.1% |
| 3Y | +346.8% | +95.0% | +251.8% | +204.1% |
| All | +346.8% | +93.4% | +253.5% | +204.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling