+12.7%
NTR vs BAM
+66.2%
-53.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.3% | -6.6% | +5.3% | +0.1% |
| 30D | +16.8% | -12.4% | +29.2% | +19.9% |
| 3M | +20.7% | +2.4% | +18.4% | +19.6% |
| 6M | +0.5% | +7.9% | -7.4% | -2.2% |
| YTD | +29.2% | -7.0% | +36.2% | +30.1% |
| 1Y | +39.6% | -13.4% | +53.0% | +43.0% |
| 3Y | +37.9% | +46.9% | -9.0% | +8.7% |
| All | +12.7% | +66.2% | -53.5% | -16.2% |
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