-37.0%
MKTX vs BAM
+67.8%
-104.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.2% |
| 7D | +0.3% | -3.9% | +4.2% | +0.7% |
| 30D | +1.0% | -8.8% | +9.8% | +2.0% |
| 3M | +40.8% | +2.2% | +38.6% | +40.3% |
| 6M | -10.9% | +5.9% | -16.8% | -11.7% |
| YTD | -8.6% | -6.1% | -2.5% | -8.3% |
| 1Y | -11.6% | -11.6% | +0.1% | -10.9% |
| 3Y | -24.5% | +51.7% | -76.2% | -35.8% |
| All | -37.0% | +67.8% | -104.8% | -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 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