+44.7%
NTR vs BAM
+85.6%
-40.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.3% | -2.7% | +2.3% | 0.0% |
| 30D | +2.0% | +15.5% | -13.6% | -0.1% |
| 3M | +6.4% | -6.9% | +13.3% | +7.4% |
| 6M | +1.6% | +9.9% | -8.3% | -0.2% |
| YTD | +18.2% | +1.4% | +16.8% | +17.6% |
| 1Y | +23.9% | +3.3% | +20.7% | +22.4% |
| 3Y | +44.7% | +83.6% | -39.0% | -5.9% |
| All | +44.7% | +85.6% | -40.9% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling