-45.1%
BBWI vs BAM
+81.2%
-126.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.3% |
| 7D | +0.1% | -2.7% | +2.8% | +1.6% |
| 30D | +12.9% | +15.5% | -2.6% | +4.5% |
| 3M | +16.0% | -6.9% | +22.9% | +20.2% |
| 6M | +16.6% | +9.9% | +6.7% | +9.8% |
| YTD | +9.7% | +1.4% | +8.4% | +7.5% |
| 1Y | +1.5% | +3.3% | -1.8% | -1.8% |
| 3Y | -21.4% | +83.6% | -105.0% | -41.7% |
| All | -45.1% | +81.2% | -126.3% | -60.2% |
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