-35.9%
MKTX vs BAM
+84.8%
-120.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.3% |
| 7D | +0.3% | -2.9% | +3.2% | +0.6% |
| 30D | +0.9% | +14.7% | -13.7% | -0.7% |
| 3M | +2.7% | -4.1% | +6.8% | +3.1% |
| 6M | +15.6% | +9.6% | +6.0% | +14.0% |
| YTD | -7.0% | +3.4% | -10.4% | -7.8% |
| 1Y | -1.2% | +1.0% | -2.3% | -1.9% |
| 3Y | -22.2% | +88.2% | -110.4% | -35.4% |
| All | -35.9% | +84.8% | -120.7% | -46.5% |
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