-1.4%
BA vs BAM
+88.1%
-89.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.1% |
| 7D | 0.0% | +5.0% | -4.9% | -1.9% |
| 30D | -8.9% | +16.6% | -25.5% | -14.2% |
| 3M | -25.5% | +2.2% | -27.7% | -26.4% |
| 6M | -27.0% | +9.7% | -36.6% | -29.8% |
| YTD | -20.1% | +5.2% | -25.4% | -22.6% |
| 1Y | -11.0% | +3.9% | -14.9% | -13.6% |
| 3Y | -11.8% | +91.5% | -103.4% | -30.0% |
| All | -1.4% | +88.1% | -89.5% | -22.1% |
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