+116.9%
BNS vs BAM
+88.1%
+28.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -1.1% | +5.0% | -6.1% | -2.5% |
| 30D | +4.7% | +16.6% | -11.9% | 0.0% |
| 3M | +5.5% | +2.2% | +3.3% | +4.6% |
| 6M | +21.7% | +9.7% | +12.0% | +17.7% |
| YTD | +29.5% | +5.2% | +24.2% | +26.1% |
| 1Y | +41.9% | +3.9% | +38.0% | +38.6% |
| 3Y | +148.5% | +91.5% | +57.0% | +84.2% |
| All | +116.9% | +88.1% | +28.8% | +59.6% |
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