+174.9%
NEM vs BAM
+86.2%
+88.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | +13.4% | +9.7% | +3.7% | +10.5% |
| 30D | +6.5% | +19.0% | -12.5% | +1.3% |
| 3M | +14.9% | +0.6% | +14.4% | +14.4% |
| 6M | +5.5% | +11.1% | -5.6% | +2.1% |
| YTD | +21.9% | +4.2% | +17.7% | +19.3% |
| 1Y | +47.9% | +3.3% | +44.5% | +44.9% |
| 3Y | +238.2% | +88.8% | +149.4% | +172.1% |
| All | +174.9% | +86.2% | +88.7% | +121.5% |
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