+52.0%
BAC vs BAM
+90.5%
-38.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +1.3% |
| 7D | +2.0% | +5.3% | -3.3% | -0.2% |
| 30D | -6.9% | +18.1% | -25.0% | -13.4% |
| 3M | -19.6% | +4.2% | -23.8% | -21.3% |
| 6M | -0.5% | +11.1% | -11.5% | -5.8% |
| YTD | -6.6% | +6.6% | -13.2% | -10.4% |
| 1Y | -3.0% | +6.2% | -9.2% | -6.9% |
| 3Y | +97.3% | +95.0% | +2.3% | +41.9% |
| All | +52.0% | +90.5% | -38.5% | +9.3% |
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