+90.6%
BBY vs BAM
+89.3%
+1.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.9% |
| 7D | +3.7% | -2.9% | +6.6% | +5.2% |
| 30D | +20.9% | +14.7% | +6.2% | +13.5% |
| 3M | +27.6% | -4.1% | +31.7% | +29.8% |
| 6M | +86.9% | +9.6% | +77.3% | +77.1% |
| YTD | +63.3% | +3.4% | +59.9% | +58.6% |
| 1Y | +42.6% | +1.0% | +41.6% | +39.9% |
| All | +90.6% | +89.3% | +1.3% | +33.1% |
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