+139.7%
SU vs BAM
+78.0%
+61.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +3.6% | -2.0% | +5.5% | +3.9% |
| 30D | +7.9% | -2.9% | +10.8% | +8.3% |
| 3M | +3.5% | +9.4% | -5.9% | +1.4% |
| 6M | +19.0% | +10.8% | +8.2% | +15.7% |
| YTD | +55.0% | -0.4% | +55.4% | +54.0% |
| 1Y | +71.2% | -10.9% | +82.1% | +74.9% |
| 3Y | +117.4% | +61.3% | +56.2% | +79.6% |
| All | +139.7% | +78.0% | +61.8% | +90.0% |
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