-45.2%
BBWI vs BAM
+86.2%
-131.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.8% |
| 7D | -6.2% | +9.7% | -15.9% | -10.9% |
| 30D | +19.9% | +19.0% | +0.9% | +9.2% |
| 3M | +7.1% | +0.6% | +6.6% | +6.4% |
| 6M | +13.7% | +11.1% | +2.6% | +6.4% |
| YTD | +9.6% | +4.2% | +5.4% | +5.7% |
| 1Y | -1.6% | +3.3% | -5.0% | -5.0% |
| 3Y | -25.9% | +88.8% | -114.6% | -45.9% |
| All | -45.2% | +86.2% | -131.4% | -60.9% |
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 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