+61.5%
BEN vs BAM
+80.8%
-19.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | 0.0% |
| 7D | +11.3% | -2.0% | +13.3% | +12.6% |
| 30D | +15.0% | +13.7% | +1.3% | +7.4% |
| 3M | +7.8% | -4.8% | +12.6% | +10.4% |
| 6M | +15.5% | +7.6% | +7.9% | +10.2% |
| YTD | +55.4% | +1.2% | +54.2% | +52.4% |
| 1Y | +63.3% | -2.3% | +65.5% | +62.9% |
| 3Y | +83.4% | +84.1% | -0.7% | +29.9% |
| All | +61.5% | +80.8% | -19.3% | +14.4% |
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 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