+33.8%
BX vs BAM
+85.9%
-52.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.1% |
| 7D | +1.8% | +9.7% | -7.9% | -6.3% |
| 30D | +7.9% | +19.0% | -11.1% | -7.3% |
| 3M | -9.6% | +0.6% | -10.2% | -10.1% |
| 6M | -2.3% | +11.1% | -13.3% | -10.9% |
| YTD | -19.3% | +4.2% | -23.5% | -22.2% |
| 1Y | -13.2% | +3.3% | -16.6% | -16.1% |
| 3Y | +33.8% | +88.8% | -55.0% | -19.4% |
| All | +33.8% | +85.9% | -52.1% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling