-45.7%
BAX vs BAM
+84.8%
-130.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | -0.6% | -2.9% | +2.3% | +0.3% |
| 30D | +6.3% | +14.7% | -8.4% | +1.9% |
| 3M | -4.6% | -4.1% | -0.4% | -3.5% |
| 6M | +50.4% | +9.6% | +40.8% | +45.8% |
| YTD | +38.0% | +3.4% | +34.6% | +35.4% |
| 1Y | +44.6% | +1.0% | +43.6% | +42.5% |
| 3Y | -15.1% | +88.2% | -103.4% | -28.1% |
| All | -45.7% | +84.8% | -130.5% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling