+67.0%
BN vs BAM
+81.2%
-14.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.8% |
| 7D | -1.0% | -2.7% | +1.7% | +1.2% |
| 30D | +14.0% | +15.5% | -1.5% | +1.5% |
| 3M | -9.0% | -6.9% | -2.2% | -3.8% |
| 6M | -8.8% | +9.9% | -18.7% | -16.1% |
| YTD | -10.3% | +1.4% | -11.6% | -12.0% |
| 1Y | -5.8% | +3.3% | -9.1% | -9.2% |
| 3Y | +94.8% | +83.6% | +11.1% | +19.9% |
| All | +67.0% | +81.2% | -14.2% | +2.9% |
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