-42.9%
JD vs BAM
+84.5%
-127.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.0% | +6.3% | +4.5% |
| 7D | +11.7% | +7.9% | +3.8% | +8.2% |
| 30D | +8.1% | +16.0% | -8.0% | +1.6% |
| 3M | -12.0% | +0.6% | -12.6% | -12.8% |
| 6M | -3.5% | +10.5% | -14.0% | -8.7% |
| YTD | +3.3% | +3.2% | +0.1% | +0.3% |
| 1Y | -7.4% | +1.0% | -8.5% | -9.5% |
| 3Y | +16.6% | +84.2% | -67.6% | -23.0% |
| All | -42.9% | +84.5% | -127.4% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling