+139.8%
TER vs BAM
+86.2%
+53.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.6% | +2.1% |
| 7D | -20.5% | +9.7% | -30.2% | -24.6% |
| 30D | -47.0% | +19.0% | -66.0% | -52.2% |
| 3M | -43.3% | +0.6% | -43.8% | -44.0% |
| 6M | -42.9% | +11.1% | -54.0% | -47.3% |
| YTD | +12.9% | +4.2% | +8.7% | +7.6% |
| 1Y | +18.2% | +3.3% | +14.8% | +13.3% |
| 3Y | +151.8% | +88.8% | +63.0% | +74.9% |
| All | +139.8% | +86.2% | +53.6% | +64.3% |
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