+8.0%
U vs BAM
+61.4%
-53.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.6% |
| 7D | -3.8% | -2.0% | -1.8% | -1.9% |
| 30D | +17.5% | -2.9% | +20.4% | +20.3% |
| 3M | +38.7% | +9.4% | +29.3% | +25.7% |
| 6M | +104.4% | +10.8% | +93.7% | +82.3% |
| YTD | -5.7% | -0.4% | -5.2% | -5.6% |
| 1Y | +3.7% | -10.9% | +14.5% | +15.9% |
| All | +8.0% | +61.4% | -53.4% | -38.2% |
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 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