-1.4%
BA vs BAM
+86.2%
-87.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +1.1% | +9.7% | -8.6% | -2.5% |
| 30D | -7.9% | +19.0% | -26.9% | -13.9% |
| 3M | -25.3% | +0.6% | -25.9% | -25.7% |
| 6M | -24.6% | +11.1% | -35.7% | -27.9% |
| YTD | -20.1% | +4.2% | -24.3% | -22.3% |
| 1Y | -11.8% | +3.3% | -15.1% | -14.1% |
| 3Y | -10.1% | +88.8% | -98.9% | -28.3% |
| All | -1.4% | +86.2% | -87.6% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling