+39.8%
T vs BAM
+86.2%
-46.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | +1.0% | +9.7% | -8.7% | +0.3% |
| 30D | -10.6% | +19.0% | -29.6% | -11.8% |
| 3M | -7.7% | +0.6% | -8.3% | -7.9% |
| 6M | -13.3% | +11.1% | -24.4% | -14.1% |
| YTD | -8.8% | +4.2% | -12.9% | -9.2% |
| 1Y | -8.4% | +3.3% | -11.7% | -8.8% |
| 3Y | +59.6% | +88.8% | -29.1% | +44.4% |
| All | +39.8% | +86.2% | -46.4% | +26.3% |
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