+18.9%
JD vs BAM
+85.6%
-66.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -4.1% | -2.7% | -1.4% | -3.3% |
| 30D | +4.6% | +15.5% | -10.9% | -0.7% |
| 3M | -4.7% | -6.9% | +2.1% | -2.7% |
| 6M | -17.4% | +9.9% | -27.2% | -21.0% |
| YTD | +0.7% | +1.4% | -0.7% | -1.2% |
| 1Y | -5.9% | +3.3% | -9.1% | -8.5% |
| 3Y | +18.9% | +83.6% | -64.8% | -19.8% |
| All | +18.9% | +85.6% | -66.7% | -19.8% |
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