-35.8%
STZ vs BAM
+84.2%
-120.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | 0.0% |
| 7D | +11.8% | +7.9% | +3.8% | +10.1% |
| 30D | +26.0% | +16.0% | +9.9% | +22.3% |
| 3M | +11.5% | +0.6% | +10.9% | +11.2% |
| 6M | -2.0% | +10.5% | -12.5% | -4.1% |
| YTD | +7.9% | +3.2% | +4.6% | +6.5% |
| 1Y | +13.9% | +1.0% | +12.9% | +13.0% |
| All | -35.8% | +84.2% | -120.0% | -41.8% |
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 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