+6.3%
SWKS vs BAM
+81.2%
-74.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +9.4% | -2.7% | +12.1% | +10.7% |
| 30D | +17.0% | +15.5% | +1.5% | +8.5% |
| 3M | +28.9% | -6.9% | +35.8% | +32.5% |
| 6M | +33.1% | +9.9% | +23.3% | +24.7% |
| YTD | +44.8% | +1.4% | +43.4% | +40.9% |
| 1Y | +36.2% | +3.3% | +32.9% | +31.2% |
| 3Y | +11.5% | +83.6% | -72.1% | -18.9% |
| All | +6.3% | +81.2% | -74.9% | -23.5% |
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