+51.6%
BB vs BAM
+78.0%
-26.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.4% |
| 7D | -5.6% | -2.0% | -3.7% | -4.5% |
| 30D | -11.8% | -2.9% | -8.9% | -10.4% |
| 3M | -25.5% | +9.4% | -34.9% | -30.0% |
| 6M | +121.3% | +10.8% | +110.5% | +105.0% |
| YTD | +103.2% | -0.4% | +103.6% | +100.6% |
| 1Y | +102.6% | -10.9% | +113.5% | +114.5% |
| 3Y | +37.5% | +61.3% | -23.8% | -3.3% |
| All | +51.6% | +78.0% | -26.4% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling