+20.7%
BA vs BAM
+78.0%
-57.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +1.2% | -2.0% | +3.1% | +1.9% |
| 30D | -11.6% | -2.9% | -8.7% | -10.8% |
| 3M | -2.4% | +9.4% | -11.8% | -5.8% |
| 6M | -6.6% | +10.8% | -17.4% | -10.4% |
| YTD | -2.2% | -0.4% | -1.8% | -3.1% |
| 1Y | -8.0% | -10.9% | +2.8% | -5.4% |
| 3Y | -5.0% | +61.3% | -66.2% | -20.6% |
| All | +20.7% | +78.0% | -57.2% | -2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling