+18.4%
BOXX vs BAM
+93.5%
-75.1%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | 0.0% |
| 7D | 0.0% | -1.6% | +1.6% | 0.0% |
| 30D | +0.3% | -6.0% | +6.3% | +0.3% |
| 3M | +1.0% | +7.3% | -6.3% | +1.0% |
| 6M | +1.9% | +8.2% | -6.3% | +1.9% |
| YTD | +2.6% | -3.8% | +6.5% | +2.6% |
| 1Y | +4.0% | -10.7% | +14.8% | +4.0% |
| 3Y | +14.6% | +55.3% | -40.7% | +14.6% |
| All | +18.4% | +93.5% | -75.1% | +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 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