+20.7%
ITW vs BAM
+2.1%
+18.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.6% |
| 7D | -1.6% | -2.9% | +1.3% | -1.0% |
| 30D | +8.9% | +14.7% | -5.8% | +6.0% |
| 3M | -0.9% | -4.1% | +3.3% | -0.6% |
| 6M | +16.0% | +9.6% | +6.4% | +13.4% |
| YTD | +19.4% | +3.4% | +16.0% | +17.2% |
| 1Y | +20.7% | +1.0% | +19.6% | +18.5% |
| All | +20.7% | +2.1% | +18.6% | +18.5% |
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