+26.7%
U vs BAM
+86.2%
-59.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +4.6% |
| 7D | +36.6% | +9.7% | +26.9% | +24.0% |
| 30D | +13.3% | +19.0% | -5.7% | -5.0% |
| 3M | +26.2% | +0.6% | +25.6% | +23.4% |
| 6M | +88.7% | +11.1% | +77.7% | +66.5% |
| YTD | +16.6% | +4.2% | +12.4% | +10.4% |
| 1Y | +29.0% | +3.3% | +25.6% | +22.9% |
| 3Y | +99.5% | +88.8% | +10.7% | +4.0% |
| All | +26.7% | +86.2% | -59.5% | -34.3% |
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