-42.0%
JD vs BAM
+86.2%
-128.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | +13.4% | +9.7% | +3.6% | +9.1% |
| 30D | +7.7% | +19.0% | -11.3% | +0.2% |
| 3M | -11.3% | +0.6% | -11.8% | -12.0% |
| 6M | -5.1% | +11.1% | -16.2% | -10.4% |
| YTD | +5.0% | +4.2% | +0.9% | +1.6% |
| 1Y | -5.6% | +3.3% | -9.0% | -8.6% |
| 3Y | +17.8% | +88.8% | -71.0% | -23.1% |
| All | -42.0% | +86.2% | -128.2% | -62.8% |
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 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