-14.9%
BAX vs BAM
+91.9%
-106.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | +3.6% | +5.0% | -1.3% | +1.9% |
| 30D | +8.5% | +16.6% | -8.1% | +2.7% |
| 3M | -4.9% | +2.2% | -7.1% | -5.8% |
| 6M | +47.0% | +9.7% | +37.3% | +41.7% |
| YTD | +38.4% | +5.2% | +33.2% | +34.5% |
| 1Y | +49.1% | +3.9% | +45.2% | +45.1% |
| 3Y | -14.9% | +91.5% | -106.4% | -33.5% |
| All | -14.9% | +91.9% | -106.8% | -33.5% |
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