-45.5%
BAX vs BAM
+90.5%
-136.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +1.7% |
| 7D | +9.0% | +5.3% | +3.8% | +7.3% |
| 30D | +8.5% | +18.1% | -9.6% | +3.0% |
| 3M | -4.1% | +4.2% | -8.3% | -5.5% |
| 6M | +46.9% | +11.1% | +35.9% | +41.8% |
| YTD | +38.4% | +6.6% | +31.8% | +34.5% |
| 1Y | +47.0% | +6.2% | +40.8% | +42.8% |
| 3Y | -14.9% | +95.0% | -110.0% | -28.6% |
| All | -45.5% | +90.5% | -136.1% | -54.1% |
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