+150.8%
BNS vs BAM
+93.4%
+57.4%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.2% |
| 7D | -0.8% | +5.3% | -6.0% | -2.1% |
| 30D | +5.5% | +18.1% | -12.6% | +1.0% |
| 3M | +6.0% | +4.2% | +1.8% | +4.6% |
| 6M | +22.6% | +11.1% | +11.5% | +18.6% |
| YTD | +30.5% | +6.6% | +23.9% | +26.9% |
| 1Y | +44.1% | +6.2% | +37.9% | +40.2% |
| 3Y | +150.8% | +95.0% | +55.7% | +84.8% |
| All | +150.8% | +93.4% | +57.4% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling