+1,397.4%
STRL vs BAM
+78.0%
+1,319.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.1% | +5.3% |
| 7D | +3.4% | -2.0% | +5.4% | +4.8% |
| 30D | -9.2% | -2.9% | -6.3% | -7.9% |
| 3M | -51.0% | +9.4% | -60.4% | -54.6% |
| 6M | +15.8% | +10.8% | +5.0% | +6.5% |
| YTD | +58.9% | -0.4% | +59.3% | +55.2% |
| 1Y | +68.5% | -10.9% | +79.4% | +79.4% |
| 3Y | +485.2% | +61.3% | +424.0% | +356.0% |
| All | +1,397.4% | +78.0% | +1,319.4% | +1,025.1% |
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 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