-46.8%
STZ vs BAM
+61.4%
-108.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -1.9% | -2.0% | +0.1% | -1.6% |
| 30D | -1.9% | -2.9% | +1.0% | -1.4% |
| 3M | -6.2% | +9.4% | -15.6% | -8.0% |
| 6M | -14.0% | +10.8% | -24.8% | -15.9% |
| YTD | -5.1% | -0.4% | -4.7% | -5.5% |
| 1Y | -9.6% | -10.9% | +1.3% | -7.8% |
| All | -46.8% | +61.4% | -108.2% | -52.7% |
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