-2.6%
BDX vs BAM
+71.9%
-74.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.4% | -2.4% |
| 7D | -4.3% | -1.6% | -2.7% | -4.0% |
| 30D | +1.3% | -6.0% | +7.3% | +2.3% |
| 3M | +20.2% | +7.3% | +12.9% | +18.6% |
| 6M | +8.6% | +8.2% | +0.4% | +6.8% |
| YTD | +19.0% | -3.8% | +22.8% | +19.1% |
| 1Y | +21.2% | -10.7% | +31.9% | +22.6% |
| 3Y | -9.7% | +55.3% | -65.0% | -16.3% |
| All | -2.6% | +71.9% | -74.4% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling