+169.6%
TER vs BAM
+88.1%
+81.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.4% |
| 7D | -8.9% | +5.0% | -13.9% | -11.1% |
| 30D | -39.1% | +16.6% | -55.6% | -44.3% |
| 3M | -32.8% | +2.2% | -35.0% | -34.1% |
| 6M | -31.7% | +9.7% | -41.4% | -36.3% |
| YTD | +26.9% | +5.2% | +21.7% | +20.5% |
| 1Y | +33.6% | +3.9% | +29.7% | +27.9% |
| 3Y | +181.5% | +91.5% | +90.0% | +94.3% |
| All | +169.6% | +88.1% | +81.5% | +84.0% |
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