+22.2%
BTDR vs BAM
+71.9%
-49.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.4% | +5.8% | +5.8% |
| 7D | +22.4% | -1.6% | +24.0% | +24.3% |
| 30D | +16.5% | -6.0% | +22.4% | +22.7% |
| 3M | -31.5% | +7.3% | -38.8% | -37.7% |
| 6M | +74.0% | +8.2% | +65.8% | +58.4% |
| YTD | +13.0% | -3.8% | +16.9% | +16.2% |
| 1Y | -0.2% | -10.7% | +10.5% | +11.6% |
| 3Y | +9.9% | +55.3% | -45.5% | -6.5% |
| All | +22.2% | +71.9% | -49.7% | +1.9% |
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