-20.0%
DOW vs BAM
+85.2%
-105.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.5% |
| 7D | +3.7% | -2.0% | +5.7% | +4.1% |
| 30D | +16.3% | +13.7% | +2.6% | +11.6% |
| 3M | +9.7% | -4.8% | +14.5% | +10.8% |
| 6M | -14.1% | +7.6% | -21.7% | -17.1% |
| YTD | +46.6% | +1.2% | +45.5% | +44.3% |
| 1Y | +56.8% | -2.3% | +59.1% | +56.5% |
| All | -20.0% | +85.2% | -105.1% | -40.9% |
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