-11.8%
MKTX vs BAM
-11.5%
-0.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.2% | -6.6% | +6.4% | +0.4% |
| 30D | +0.7% | -12.4% | +13.2% | +2.0% |
| 3M | +40.8% | +2.4% | +38.4% | +40.3% |
| 6M | -8.0% | +7.9% | -15.9% | -8.6% |
| YTD | -8.7% | -7.0% | -1.7% | -8.7% |
| 1Y | -11.8% | -13.4% | +1.6% | -13.9% |
| All | -11.8% | -11.5% | -0.3% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling