+64.0%
BN vs BAM
+78.0%
-13.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.8% |
| 7D | -2.5% | -2.0% | -0.5% | -0.9% |
| 30D | -9.5% | -2.9% | -6.6% | -7.5% |
| 3M | -10.4% | +9.4% | -19.8% | -17.2% |
| 6M | -6.4% | +10.8% | -17.1% | -14.3% |
| YTD | -11.9% | -0.4% | -11.4% | -12.3% |
| 1Y | -8.6% | -10.9% | +2.2% | -0.8% |
| 3Y | +77.6% | +61.3% | +16.3% | +19.8% |
| All | +64.0% | +78.0% | -13.9% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling