+49.2%
NTRS vs BAM
-11.5%
+60.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +1.4% | -6.6% | +8.0% | +3.9% |
| 30D | -0.7% | -12.4% | +11.8% | +4.1% |
| 3M | +11.3% | +2.4% | +9.0% | +9.3% |
| 6M | +35.5% | +7.9% | +27.6% | +29.0% |
| YTD | +40.6% | -7.0% | +47.6% | +43.0% |
| 1Y | +49.2% | -13.4% | +62.6% | +57.3% |
| All | +49.2% | -11.5% | +60.7% | +57.3% |
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