+19.4%
BTDR vs BAM
+78.0%
-58.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.3% |
| 7D | +20.0% | -2.0% | +21.9% | +22.6% |
| 30D | +11.9% | -2.9% | +14.9% | +14.2% |
| 3M | -36.9% | +9.4% | -46.3% | -43.5% |
| 6M | +56.5% | +10.8% | +45.8% | +39.6% |
| YTD | +10.4% | -0.4% | +10.9% | +9.8% |
| 1Y | +3.1% | -10.9% | +13.9% | +15.5% |
| 3Y | -2.6% | +61.3% | -63.8% | -19.8% |
| All | +19.4% | +78.0% | -58.6% | -3.7% |
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