-24.5%
MKTX vs BAM
+57.7%
-82.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.4% |
| 7D | +0.4% | -1.6% | +2.0% | +0.6% |
| 30D | +1.0% | -6.0% | +7.0% | +1.7% |
| 3M | +41.3% | +7.3% | +33.9% | +39.8% |
| 6M | -11.3% | +8.2% | -19.6% | -12.5% |
| YTD | -8.6% | -3.8% | -4.7% | -8.5% |
| 1Y | -11.1% | -10.7% | -0.3% | -10.4% |
| 3Y | -24.5% | +55.3% | -79.8% | -42.6% |
| All | -24.5% | +57.7% | -82.2% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling