+168.4%
W vs BAM
+86.2%
+82.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -2.3% |
| 7D | -3.6% | +9.7% | -13.3% | -11.9% |
| 30D | +7.0% | +19.0% | -12.0% | -9.5% |
| 3M | +7.4% | +0.6% | +6.8% | +6.1% |
| 6M | +69.3% | +11.1% | +58.2% | +52.8% |
| YTD | +11.3% | +4.2% | +7.1% | +5.3% |
| 1Y | +13.2% | +3.3% | +9.9% | +7.0% |
| 3Y | +142.0% | +88.8% | +53.3% | +33.2% |
| All | +168.4% | +86.2% | +82.2% | +46.8% |
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