+35.4%
BX vs BAM
+85.6%
-50.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.2% |
| 7D | +0.6% | -2.7% | +3.3% | +3.1% |
| 30D | +14.2% | +15.5% | -1.3% | +0.7% |
| 3M | -18.7% | -6.9% | -11.9% | -13.5% |
| 6M | +2.5% | +9.9% | -7.4% | -5.6% |
| YTD | -18.8% | +1.4% | -20.2% | -19.8% |
| 1Y | -10.3% | +3.3% | -13.6% | -13.0% |
| 3Y | +35.4% | +83.6% | -48.2% | -17.0% |
| All | +35.4% | +85.6% | -50.2% | -17.0% |
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