-12.6%
BAH vs BAM
+90.5%
-103.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.1% |
| 7D | -1.5% | +5.3% | -6.8% | -2.5% |
| 30D | +17.3% | +18.1% | -0.8% | +13.5% |
| 3M | +14.9% | +4.2% | +10.6% | +13.7% |
| 6M | +14.2% | +11.1% | +3.2% | +11.6% |
| YTD | +5.1% | +6.6% | -1.5% | +3.3% |
| 1Y | +2.1% | +6.2% | -4.1% | +0.3% |
| 3Y | -26.0% | +95.0% | -121.0% | -33.4% |
| All | -12.6% | +90.5% | -103.1% | -20.5% |
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