+20.1%
NOW vs BAM
+81.2%
-61.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.5% |
| 7D | +0.3% | -2.7% | +3.0% | +1.5% |
| 30D | -27.0% | +15.5% | -42.5% | -32.3% |
| 3M | -19.6% | -6.9% | -12.8% | -17.2% |
| 6M | +17.5% | +9.9% | +7.6% | +11.1% |
| YTD | -33.3% | +1.4% | -34.6% | -34.6% |
| 1Y | -39.8% | +3.3% | -43.1% | -41.7% |
| 3Y | -19.9% | +83.6% | -103.6% | -37.9% |
| All | +20.1% | +81.2% | -61.1% | -7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling