-4.0%
SWKS vs BAM
+84.5%
-88.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +1.0% | -0.7% |
| 7D | -9.2% | +7.9% | -17.1% | -12.8% |
| 30D | -1.9% | +16.0% | -17.9% | -9.2% |
| 3M | +21.2% | +0.6% | +20.6% | +19.8% |
| 6M | +12.9% | +10.5% | +2.4% | +5.5% |
| YTD | +30.7% | +3.2% | +27.5% | +26.3% |
| 1Y | +14.1% | +1.0% | +13.1% | +11.4% |
| 3Y | -1.7% | +84.2% | -85.9% | -28.6% |
| All | -4.0% | +84.5% | -88.5% | -31.4% |
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