-16.0%
IT vs BAM
+2.7%
-18.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -5.0% | -4.5% |
| 7D | -16.9% | +9.7% | -26.6% | -20.9% |
| 30D | +2.3% | +19.0% | -16.7% | -6.4% |
| 3M | +2.9% | +0.6% | +2.3% | +2.1% |
| 6M | +25.9% | +11.1% | +14.8% | +19.2% |
| YTD | -24.6% | +4.2% | -28.8% | -25.2% |
| 1Y | -16.0% | +3.3% | -19.4% | -17.0% |
| All | -16.0% | +2.7% | -18.7% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling