-26.6%
BAH vs BAM
+85.9%
-112.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.4% | -4.6% |
| 7D | -3.5% | +9.7% | -13.3% | -5.6% |
| 30D | +24.3% | +19.0% | +5.3% | +19.6% |
| 3M | +16.3% | +0.6% | +15.8% | +15.8% |
| 6M | +13.6% | +11.1% | +2.5% | +10.7% |
| YTD | +3.5% | +4.2% | -0.7% | +1.9% |
| 1Y | +2.7% | +3.3% | -0.6% | +1.2% |
| 3Y | -26.6% | +88.8% | -115.3% | -32.8% |
| All | -26.6% | +85.9% | -112.5% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling