+24.1%
BBY vs BAM
+71.9%
-47.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +0.4% |
| 7D | +8.1% | -1.6% | +9.7% | +8.8% |
| 30D | +8.9% | -6.0% | +14.9% | +11.5% |
| 3M | +22.0% | +7.3% | +14.7% | +17.5% |
| 6M | +37.8% | +8.2% | +29.6% | +31.8% |
| YTD | +37.3% | -3.8% | +41.1% | +37.8% |
| 1Y | +21.6% | -10.7% | +32.3% | +25.9% |
| 3Y | +41.5% | +55.3% | -13.8% | +17.3% |
| All | +24.1% | +71.9% | -47.8% | -0.3% |
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