+52.4%
BAC vs BAM
+84.8%
-32.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.7% |
| 7D | -1.9% | -2.9% | +1.0% | -0.6% |
| 30D | -7.2% | +14.7% | -21.8% | -12.6% |
| 3M | -20.4% | -4.1% | -16.3% | -19.3% |
| 6M | +1.3% | +9.6% | -8.3% | -3.6% |
| YTD | -6.4% | +3.4% | -9.8% | -9.1% |
| 1Y | -3.5% | +1.0% | -4.5% | -5.4% |
| 3Y | +96.7% | +88.2% | +8.5% | +43.6% |
| All | +52.4% | +84.8% | -32.5% | +10.9% |
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