+63.1%
T vs BAM
+91.9%
-28.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | +2.6% | +5.0% | -2.4% | +2.3% |
| 30D | -1.1% | +16.6% | -17.7% | -1.8% |
| 3M | -7.7% | +2.2% | -10.0% | -7.9% |
| 6M | -10.6% | +9.7% | -20.3% | -11.1% |
| YTD | -7.5% | +5.2% | -12.7% | -7.7% |
| 1Y | -7.4% | +3.9% | -11.3% | -7.6% |
| 3Y | +63.1% | +91.5% | -28.5% | +57.9% |
| All | +63.1% | +91.9% | -28.8% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling