+141.7%
SU vs BAM
+71.9%
+69.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.3% | +1.4% |
| 7D | -1.0% | -1.6% | +0.6% | -0.7% |
| 30D | +13.7% | -6.0% | +19.7% | +14.7% |
| 3M | +8.0% | +7.3% | +0.7% | +6.1% |
| 6M | +21.0% | +8.2% | +12.8% | +18.1% |
| YTD | +56.2% | -3.8% | +60.1% | +56.2% |
| 1Y | +72.2% | -10.7% | +82.9% | +75.1% |
| 3Y | +118.1% | +55.3% | +62.7% | +81.4% |
| All | +141.7% | +71.9% | +69.9% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling