+47.4%
NTRS vs BAM
-8.8%
+56.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.7% |
| 7D | -0.1% | -2.0% | +1.9% | +0.6% |
| 30D | +1.2% | -2.9% | +4.1% | +2.0% |
| 3M | +8.3% | +9.4% | -1.0% | +4.0% |
| 6M | +30.0% | +10.8% | +19.2% | +23.2% |
| YTD | +38.0% | -0.4% | +38.5% | +37.0% |
| 1Y | +47.4% | -10.9% | +58.3% | +53.2% |
| All | +47.4% | -8.8% | +56.2% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling