-12.7%
BA vs BAM
+1.3%
-14.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -1.3% |
| 7D | -0.1% | +7.9% | -8.0% | -3.2% |
| 30D | -9.1% | +16.0% | -25.2% | -14.5% |
| 3M | -28.2% | +0.6% | -28.8% | -28.6% |
| 6M | -23.1% | +10.5% | -33.6% | -26.6% |
| YTD | -20.6% | +3.2% | -23.8% | -24.6% |
| 1Y | -12.7% | +1.0% | -13.7% | -17.2% |
| All | -12.7% | +1.3% | -14.0% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling