-25.1%
DOW vs BAM
+90.5%
-115.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -2.1% |
| 7D | -9.4% | +5.3% | -14.7% | -10.8% |
| 30D | +8.9% | +18.1% | -9.2% | +3.5% |
| 3M | +6.7% | +4.2% | +2.5% | +5.0% |
| 6M | -14.2% | +11.1% | -25.3% | -17.8% |
| YTD | +36.9% | +6.6% | +30.3% | +32.6% |
| 1Y | +45.8% | +6.2% | +39.5% | +41.1% |
| 3Y | -23.9% | +95.0% | -118.9% | -41.6% |
| All | -25.1% | +90.5% | -115.6% | -42.8% |
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