+16.4%
SYK vs BAM
+66.1%
-49.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.7% |
| 7D | -12.3% | -6.1% | -6.3% | -10.9% |
| 30D | -22.4% | -13.8% | -8.6% | -19.7% |
| 3M | -12.3% | +4.4% | -16.7% | -13.2% |
| 6M | -24.3% | +6.4% | -30.7% | -25.6% |
| YTD | -22.8% | -7.1% | -15.7% | -21.9% |
| 1Y | -28.8% | -11.8% | -17.0% | -27.3% |
| 3Y | -4.0% | +50.2% | -54.1% | -14.6% |
| All | +16.4% | +66.1% | -49.7% | 0.0% |
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 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