-35.9%
MKTX vs BAM
+80.8%
-116.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.2% |
| 7D | +0.2% | -2.0% | +2.2% | +0.5% |
| 30D | +0.9% | +13.7% | -12.8% | -0.7% |
| 3M | +2.5% | -4.8% | +7.3% | +3.0% |
| 6M | +18.6% | +7.6% | +11.0% | +17.3% |
| YTD | -7.1% | +1.2% | -8.2% | -7.6% |
| 1Y | -0.3% | -2.3% | +1.9% | -0.6% |
| 3Y | -22.3% | +84.1% | -106.4% | -35.3% |
| All | -35.9% | +80.8% | -116.7% | -46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling