+297.9%
BNY vs BAM
+78.0%
+220.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +1.4% | -2.0% | +3.4% | +2.2% |
| 30D | +3.8% | -2.9% | +6.8% | +4.8% |
| 3M | +14.9% | +9.4% | +5.5% | +10.4% |
| 6M | +40.3% | +10.8% | +29.6% | +33.5% |
| YTD | +43.9% | -0.4% | +44.3% | +42.4% |
| 1Y | +59.0% | -10.9% | +69.9% | +64.3% |
| 3Y | +290.7% | +61.3% | +229.5% | +210.8% |
| All | +297.9% | +78.0% | +220.0% | +200.0% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling