+123.0%
NTRS vs BAM
+71.9%
+51.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +0.6% |
| 7D | +1.7% | -1.6% | +3.3% | +2.4% |
| 30D | +0.1% | -6.0% | +6.1% | +2.7% |
| 3M | +9.8% | +7.3% | +2.5% | +5.5% |
| 6M | +34.7% | +8.2% | +26.4% | +28.0% |
| YTD | +37.4% | -3.8% | +41.2% | +38.0% |
| 1Y | +48.2% | -10.7% | +58.9% | +53.9% |
| 3Y | +163.5% | +55.3% | +108.2% | +100.9% |
| All | +123.0% | +71.9% | +51.1% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling