+18.4%
BOXX vs BAM
+87.1%
-68.6%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | 0.0% | -6.1% | +6.1% | 0.0% |
| 30D | +0.3% | -13.8% | +14.1% | +0.3% |
| 3M | +1.0% | +4.4% | -3.4% | +1.0% |
| 6M | +1.9% | +6.4% | -4.5% | +1.9% |
| YTD | +2.6% | -7.1% | +9.7% | +2.6% |
| 1Y | +4.0% | -11.8% | +15.8% | +4.0% |
| 3Y | +14.6% | +50.2% | -35.5% | +14.6% |
| All | +18.4% | +87.1% | -68.6% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling