-9.3%
T vs BAM
+10.5%
-19.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.6% | -2.0% |
| 7D | -1.3% | -2.0% | +0.7% | -1.1% |
| 30D | +11.4% | -2.9% | +14.3% | +11.6% |
| 3M | +14.3% | +9.4% | +4.9% | +13.6% |
| 6M | -9.3% | +10.8% | -20.0% | -8.2% |
| All | -9.3% | +10.5% | -19.8% | -8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling