-49.9%
BBWI vs BAM
+78.0%
-127.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.5% |
| 7D | +1.5% | -2.0% | +3.5% | +2.6% |
| 30D | -5.2% | -2.9% | -2.3% | -4.1% |
| 3M | +11.1% | +9.4% | +1.7% | +5.0% |
| 6M | -13.4% | +10.8% | -24.1% | -18.8% |
| YTD | +0.1% | -0.4% | +0.5% | -1.1% |
| 1Y | -36.1% | -10.9% | -25.3% | -33.1% |
| 3Y | -44.1% | +61.3% | -105.3% | -56.7% |
| All | -49.9% | +78.0% | -127.9% | -63.4% |
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 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