+297.6%
BNY vs BAM
+78.0%
+219.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +43.8% | -0.4% | +44.2% | +42.3% |
| 1Y | +58.9% | -10.9% | +69.7% | +64.1% |
| 3Y | +290.4% | +61.3% | +229.2% | +210.5% |
| All | +297.6% | +78.0% | +219.7% | +199.8% |
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 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