+71.5%
BN vs BAM
+84.8%
-13.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | +0.6% |
| 7D | -2.4% | -2.9% | +0.5% | -0.1% |
| 30D | +13.5% | +14.7% | -1.2% | +1.7% |
| 3M | -5.9% | -4.1% | -1.8% | -2.8% |
| 6M | -8.9% | +9.6% | -18.5% | -16.0% |
| YTD | -7.9% | +3.4% | -11.3% | -11.1% |
| 1Y | -8.3% | +1.0% | -9.3% | -9.9% |
| 3Y | +100.8% | +88.2% | +12.6% | +21.2% |
| All | +71.5% | +84.8% | -13.4% | +4.0% |
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