+43.1%
NEM vs BAM
+5.0%
+38.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +2.4% |
| 7D | +14.7% | +5.3% | +9.5% | +12.0% |
| 30D | +6.2% | +18.1% | -11.9% | -1.5% |
| 3M | +11.0% | +4.2% | +6.8% | +8.1% |
| 6M | +7.9% | +11.1% | -3.2% | +1.7% |
| YTD | +26.2% | +6.6% | +19.6% | +18.7% |
| All | +43.1% | +5.0% | +38.1% | +33.9% |
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