-35.9%
MKTX vs BAM
+81.2%
-117.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.2% | -2.7% | +2.9% | +0.5% |
| 30D | +0.9% | +15.5% | -14.6% | -0.8% |
| 3M | +2.6% | -6.9% | +9.4% | +3.3% |
| 6M | +20.4% | +9.9% | +10.5% | +18.8% |
| YTD | -7.1% | +1.4% | -8.4% | -7.6% |
| 1Y | -2.8% | +3.3% | -6.0% | -3.6% |
| 3Y | -21.7% | +83.6% | -105.4% | -34.8% |
| All | -35.9% | +81.2% | -117.1% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling