-12.5%
SWKS vs BAM
+78.0%
-90.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.2% |
| 7D | +12.5% | -2.0% | +14.5% | +13.6% |
| 30D | +10.5% | -2.9% | +13.4% | +11.7% |
| 3M | -7.4% | +9.4% | -16.8% | -12.1% |
| 6M | +32.7% | +10.8% | +21.9% | +24.4% |
| YTD | +19.2% | -0.4% | +19.6% | +17.8% |
| 1Y | +2.4% | -10.9% | +13.2% | +7.2% |
| 3Y | -25.6% | +61.3% | -86.9% | -43.0% |
| All | -12.5% | +78.0% | -90.5% | -36.0% |
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 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