+63.3%
BLK vs BAM
+67.8%
-4.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.2% | -1.0% |
| 7D | -2.7% | -3.9% | +1.3% | -0.7% |
| 30D | -4.8% | -8.8% | +4.1% | -0.5% |
| 3M | +6.5% | +2.2% | +4.3% | +5.1% |
| 6M | +13.2% | +5.9% | +7.2% | +9.7% |
| YTD | +1.8% | -6.1% | +7.9% | +4.3% |
| 1Y | -1.0% | -11.6% | +10.7% | +3.9% |
| 3Y | +66.0% | +51.7% | +14.3% | +37.2% |
| All | +63.3% | +67.8% | -4.5% | +29.8% |
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