-30.0%
BAX vs BAM
+61.4%
-91.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -1.1% | -2.0% | +0.8% | -0.5% |
| 30D | -5.5% | -2.9% | -2.5% | -4.6% |
| 3M | +33.5% | +9.4% | +24.2% | +29.5% |
| 6M | +35.9% | +10.8% | +25.1% | +31.1% |
| YTD | +35.4% | -0.4% | +35.8% | +34.3% |
| 1Y | +9.8% | -10.9% | +20.6% | +11.9% |
| All | -30.0% | +61.4% | -91.3% | -42.3% |
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