+292.7%
BNY vs BAM
+66.2%
+226.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.3% | -6.6% | +5.3% | +1.3% |
| 30D | -0.2% | -12.4% | +12.3% | +5.0% |
| 3M | +14.9% | +2.4% | +12.6% | +13.3% |
| 6M | +40.0% | +7.9% | +32.1% | +34.4% |
| YTD | +42.0% | -7.0% | +49.0% | +44.3% |
| 1Y | +56.9% | -13.4% | +70.2% | +63.7% |
| 3Y | +289.9% | +46.9% | +243.0% | +221.7% |
| All | +292.7% | +66.2% | +226.5% | +204.0% |
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 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