+238.5%
TER vs BAM
+61.4%
+177.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.1% |
| 7D | +0.6% | -2.0% | +2.6% | +1.9% |
| 30D | -8.3% | -2.9% | -5.4% | -7.0% |
| 3M | -12.2% | +9.4% | -21.6% | -18.0% |
| 6M | +17.1% | +10.8% | +6.3% | +8.3% |
| YTD | +84.7% | -0.4% | +85.1% | +81.3% |
| 1Y | +199.9% | -10.9% | +210.8% | +218.2% |
| All | +238.5% | +61.4% | +177.1% | +119.6% |
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