+63.6%
T vs BAM
+71.9%
-8.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.1% |
| 7D | -1.5% | -1.6% | +0.1% | -1.4% |
| 30D | +7.6% | -6.0% | +13.6% | +8.1% |
| 3M | +15.3% | +7.3% | +8.0% | +14.7% |
| 6M | -8.5% | +8.2% | -16.7% | -9.0% |
| YTD | +6.8% | -3.8% | +10.6% | +7.0% |
| 1Y | -7.2% | -10.7% | +3.5% | -6.5% |
| 3Y | +108.2% | +55.3% | +52.9% | +92.8% |
| All | +63.6% | +71.9% | -8.2% | +48.8% |
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