-11.6%
BAM vs BG
+49.9%
-61.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.0% | -2.4% |
| 7D | -3.9% | +0.5% | -4.4% | -3.8% |
| 30D | -8.8% | +10.3% | -19.1% | -7.7% |
| 3M | +2.2% | -1.9% | +4.1% | +2.3% |
| 6M | +5.9% | +5.2% | +0.7% | +6.6% |
| YTD | -6.1% | +41.2% | -47.3% | -4.7% |
| 1Y | -11.6% | +50.5% | -62.1% | -10.1% |
| All | -11.6% | +49.9% | -61.5% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling