+21.0%
ITW vs BAM
+57.7%
-36.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.4% |
| 7D | -0.4% | -1.6% | +1.1% | 0.0% |
| 30D | -9.4% | -6.0% | -3.4% | -8.0% |
| 3M | +7.1% | +7.3% | -0.2% | +4.7% |
| 6M | -1.9% | +8.2% | -10.1% | -4.6% |
| YTD | +10.4% | -3.8% | +14.3% | +10.7% |
| 1Y | +3.3% | -10.7% | +14.0% | +5.5% |
| 3Y | +21.0% | +55.3% | -34.3% | +1.1% |
| All | +21.0% | +57.7% | -36.7% | +1.1% |
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