+183.4%
JPM vs BAM
+71.9%
+111.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.3% |
| 7D | -0.4% | -1.6% | +1.2% | +0.1% |
| 30D | -1.1% | -6.0% | +4.9% | +0.8% |
| 3M | +14.1% | +7.3% | +6.8% | +10.9% |
| 6M | +23.3% | +8.2% | +15.1% | +19.0% |
| YTD | +11.3% | -3.8% | +15.1% | +11.7% |
| 1Y | +23.0% | -10.7% | +33.7% | +26.3% |
| 3Y | +162.6% | +55.3% | +107.2% | +127.6% |
| All | +183.4% | +71.9% | +111.5% | +137.8% |
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