-9.5%
JD vs BAM
+61.4%
-70.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -1.7% | -2.0% | +0.3% | -1.0% |
| 30D | -13.2% | -2.9% | -10.2% | -12.5% |
| 3M | -3.2% | +9.4% | -12.6% | -7.0% |
| 6M | +15.2% | +10.8% | +4.5% | +9.4% |
| YTD | +2.0% | -0.4% | +2.4% | +0.9% |
| 1Y | -5.4% | -10.9% | +5.5% | -2.4% |
| All | -9.5% | +61.4% | -70.9% | -38.2% |
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