-20.9%
BAX vs BAM
+85.9%
-106.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +12.1% | +9.7% | +2.4% | +8.5% |
| 30D | +7.6% | +19.0% | -11.4% | +1.2% |
| 3M | -4.5% | +0.6% | -5.0% | -4.9% |
| 6M | +52.0% | +11.1% | +40.9% | +46.0% |
| YTD | +35.1% | +4.2% | +31.0% | +31.8% |
| 1Y | +43.7% | +3.3% | +40.4% | +40.2% |
| 3Y | -20.9% | +88.8% | -109.7% | -38.5% |
| All | -20.9% | +85.9% | -106.8% | -38.5% |
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