-12.4%
BAH vs BAM
+84.8%
-97.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -1.6% | -2.9% | +1.3% | -1.1% |
| 30D | +18.0% | +14.7% | +3.3% | +14.8% |
| 3M | +11.4% | -4.1% | +15.6% | +12.0% |
| 6M | +17.7% | +9.6% | +8.1% | +15.3% |
| YTD | +5.4% | +3.4% | +1.9% | +4.1% |
| 1Y | +2.8% | +1.0% | +1.7% | +1.8% |
| 3Y | -26.7% | +88.2% | -114.9% | -33.6% |
| All | -12.4% | +84.8% | -97.2% | -19.9% |
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