+64.5%
BLK vs BAM
+66.2%
-1.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.3% | -6.6% | +3.3% | 0.0% |
| 30D | -6.5% | -12.4% | +5.9% | -0.3% |
| 3M | +6.7% | +2.4% | +4.4% | +5.4% |
| 6M | +14.7% | +7.9% | +6.8% | +10.3% |
| YTD | +2.5% | -7.0% | +9.5% | +5.5% |
| 1Y | -2.8% | -13.4% | +10.6% | +3.0% |
| 3Y | +65.9% | +46.9% | +19.0% | +38.7% |
| All | +64.5% | +66.2% | -1.7% | +31.4% |
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