+79.9%
BB vs BAM
+88.1%
-8.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.1% |
| 7D | +11.6% | +5.0% | +6.6% | +8.7% |
| 30D | +2.6% | +16.6% | -14.0% | -6.5% |
| 3M | +3.5% | +2.2% | +1.3% | +1.7% |
| 6M | +43.5% | +9.7% | +33.8% | +34.1% |
| YTD | +141.2% | +5.2% | +135.9% | +129.7% |
| 1Y | +97.4% | +3.9% | +93.5% | +89.4% |
| 3Y | +151.1% | +91.5% | +59.6% | +59.4% |
| All | +79.9% | +88.1% | -8.2% | +12.4% |
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