+170.3%
W vs BAM
+88.1%
+82.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -2.5% |
| 7D | +1.1% | +5.0% | -3.9% | -3.0% |
| 30D | +6.4% | +16.6% | -10.2% | -8.1% |
| 3M | +9.0% | +2.2% | +6.8% | +6.1% |
| 6M | +69.8% | +9.7% | +60.2% | +55.3% |
| YTD | +12.1% | +5.2% | +6.8% | +5.1% |
| 1Y | 0.0% | +3.9% | -3.9% | -5.8% |
| 3Y | +160.3% | +91.5% | +68.8% | +41.6% |
| All | +170.3% | +88.1% | +82.2% | +46.5% |
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