+68.7%
BN vs BAM
+86.2%
-17.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.7% |
| 7D | +5.3% | +9.7% | -4.4% | -2.2% |
| 30D | +11.9% | +19.0% | -7.1% | -2.8% |
| 3M | -5.7% | +0.6% | -6.3% | -6.4% |
| 6M | -10.6% | +11.1% | -21.7% | -18.5% |
| YTD | -9.4% | +4.2% | -13.5% | -13.1% |
| 1Y | -8.8% | +3.3% | -12.1% | -12.0% |
| 3Y | +95.6% | +88.8% | +6.9% | +17.7% |
| All | +68.7% | +86.2% | -17.5% | +1.7% |
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