+83.9%
BAM vs BG
+7.4%
+76.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -2.0% | +1.5% | -3.5% | -2.1% |
| 30D | +13.7% | -7.0% | +20.7% | +14.2% |
| 3M | -4.8% | -10.0% | +5.2% | -4.3% |
| 6M | +7.6% | -19.8% | +27.4% | +9.1% |
| YTD | +1.2% | +14.3% | -13.1% | -2.4% |
| 1Y | -2.3% | +6.5% | -8.7% | -4.8% |
| 3Y | +84.1% | +4.4% | +79.7% | +78.1% |
| All | +83.9% | +7.4% | +76.6% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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