-16.5%
TAP vs BAM
+86.2%
-102.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.7% |
| 7D | +0.5% | +9.7% | -9.2% | -1.1% |
| 30D | +9.1% | +19.0% | -9.8% | +6.0% |
| 3M | -3.8% | +0.6% | -4.4% | -4.1% |
| 6M | -3.4% | +11.1% | -14.5% | -5.4% |
| YTD | -10.6% | +4.2% | -14.8% | -11.8% |
| 1Y | -4.4% | +3.3% | -7.7% | -5.6% |
| 3Y | -24.4% | +88.8% | -113.1% | -33.0% |
| All | -16.5% | +86.2% | -102.8% | -27.2% |
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 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