+145.4%
SU vs BAM
+66.1%
+79.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.7% | -6.1% | +7.7% | +2.7% |
| 30D | +9.6% | -13.8% | +23.5% | +12.3% |
| 3M | +11.7% | +4.4% | +7.4% | +10.2% |
| 6M | +21.9% | +6.4% | +15.5% | +19.2% |
| YTD | +58.6% | -7.1% | +65.7% | +59.5% |
| 1Y | +66.5% | -11.8% | +78.3% | +69.3% |
| 3Y | +121.4% | +50.2% | +71.3% | +85.2% |
| All | +145.4% | +66.1% | +79.3% | +96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling