-37.0%
MKTX vs BAM
+66.1%
-103.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -0.2% | -6.1% | +5.9% | +0.6% |
| 30D | +0.8% | -13.8% | +14.7% | +2.6% |
| 3M | +41.1% | +4.4% | +36.8% | +40.4% |
| 6M | -9.5% | +6.4% | -16.0% | -10.4% |
| YTD | -8.7% | -7.1% | -1.6% | -8.2% |
| 1Y | -10.0% | -11.8% | +1.8% | -9.2% |
| 3Y | -24.6% | +50.2% | -74.8% | -35.8% |
| All | -37.0% | +66.1% | -103.2% | -46.7% |
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