+17.0%
NOW vs BAM
+88.1%
-71.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.5% |
| 7D | -8.7% | +5.0% | -13.7% | -10.9% |
| 30D | -29.3% | +16.6% | -45.9% | -34.7% |
| 3M | -21.8% | +2.2% | -24.1% | -23.0% |
| 6M | +9.2% | +9.7% | -0.4% | +3.5% |
| YTD | -35.0% | +5.2% | -40.2% | -37.4% |
| 1Y | -42.5% | +3.9% | -46.4% | -44.4% |
| 3Y | -21.5% | +91.5% | -113.1% | -40.3% |
| All | +17.0% | +88.1% | -71.1% | -11.8% |
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