-36.3%
BTDR vs BAM
+90.5%
-126.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.3% | +7.6% | +7.6% |
| 7D | +7.1% | +5.3% | +1.9% | +1.9% |
| 30D | -31.4% | +18.1% | -49.5% | -42.6% |
| 3M | -39.2% | +4.2% | -43.5% | -42.8% |
| 6M | -50.9% | +11.1% | -62.0% | -57.1% |
| YTD | -41.0% | +6.6% | -47.6% | -45.8% |
| 1Y | -69.9% | +6.2% | -76.1% | -72.2% |
| 3Y | +87.3% | +95.0% | -7.8% | +40.8% |
| All | -36.3% | +90.5% | -126.8% | -52.4% |
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