-20.4%
BBWI vs BAM
+92.7%
-113.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.3% |
| 7D | -4.2% | +5.0% | -9.2% | -7.0% |
| 30D | +24.9% | +16.6% | +8.3% | +13.8% |
| 3M | +13.2% | +2.2% | +11.0% | +11.2% |
| 6M | +12.1% | +9.7% | +2.4% | +4.9% |
| YTD | +11.1% | +5.2% | +5.8% | +5.9% |
| 1Y | +0.7% | +3.9% | -3.2% | -3.5% |
| All | -20.4% | +92.7% | -113.1% | -48.5% |
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