+53.4%
BAC vs BAM
+81.2%
-27.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +3.2% | -2.7% | +5.9% | +4.4% |
| 30D | -0.7% | +15.5% | -16.2% | -6.8% |
| 3M | -20.0% | -6.9% | -13.1% | -17.8% |
| 6M | +3.4% | +9.9% | -6.5% | -1.8% |
| YTD | -5.7% | +1.4% | -7.1% | -7.7% |
| 1Y | -1.4% | +3.3% | -4.7% | -4.4% |
| 3Y | +97.9% | +83.6% | +14.3% | +46.0% |
| All | +53.4% | +81.2% | -27.8% | +12.6% |
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