+82.5%
BWA vs BAM
+67.8%
+14.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.8% | -0.6% |
| 7D | +0.1% | -3.9% | +4.0% | +1.7% |
| 30D | -5.6% | -8.8% | +3.3% | -2.4% |
| 3M | -10.7% | +2.2% | -12.9% | -11.9% |
| 6M | +23.2% | +5.9% | +17.2% | +19.4% |
| YTD | +46.0% | -6.1% | +52.1% | +47.6% |
| 1Y | +51.2% | -11.6% | +62.8% | +55.8% |
| 3Y | +69.6% | +51.7% | +17.9% | +38.1% |
| All | +82.5% | +67.8% | +14.7% | +41.1% |
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