+100.4%
V vs BAM
+86.2%
+14.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +2.2% | +9.7% | -7.5% | -0.3% |
| 30D | +13.6% | +19.0% | -5.4% | +8.5% |
| 3M | +14.3% | +0.6% | +13.7% | +13.9% |
| 6M | +33.1% | +11.1% | +22.0% | +28.9% |
| YTD | +21.2% | +4.2% | +17.1% | +19.0% |
| 1Y | +26.4% | +3.3% | +23.1% | +24.2% |
| 3Y | +77.6% | +88.8% | -11.2% | +50.2% |
| All | +100.4% | +86.2% | +14.2% | +67.6% |
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 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