-8.0%
T vs BAM
+5.0%
-13.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.7% |
| 7D | +1.7% | +5.3% | -3.6% | +1.5% |
| 30D | -1.7% | +18.1% | -19.8% | -2.0% |
| 3M | -7.3% | +4.2% | -11.6% | -7.6% |
| 6M | -11.2% | +11.1% | -22.3% | -11.3% |
| YTD | -8.1% | +6.6% | -14.7% | -7.8% |
| All | -8.0% | +5.0% | -13.0% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling