-12.5%
BAH vs BAM
+81.2%
-93.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +1.7% | -2.7% | +4.4% | +2.2% |
| 30D | +20.8% | +15.5% | +5.3% | +17.4% |
| 3M | +11.6% | -6.9% | +18.4% | +12.8% |
| 6M | +23.1% | +9.9% | +13.2% | +20.6% |
| YTD | +5.3% | +1.4% | +3.9% | +4.4% |
| 1Y | +6.1% | +3.3% | +2.9% | +5.0% |
| 3Y | -27.5% | +83.6% | -111.1% | -34.0% |
| All | -12.5% | +81.2% | -93.7% | -19.6% |
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