+244.4%
NXT vs BAM
+72.0%
+172.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.9% | +4.4% | +4.8% |
| 7D | +32.2% | +9.7% | +22.5% | +26.3% |
| 30D | +21.9% | +19.0% | +2.9% | +11.3% |
| 3M | +6.6% | +0.6% | +6.0% | +6.3% |
| 6M | -16.8% | +11.1% | -27.9% | -21.4% |
| YTD | +20.4% | +4.2% | +16.2% | +16.8% |
| 1Y | -1.5% | +3.3% | -4.9% | -4.0% |
| 3Y | +182.4% | +88.8% | +93.6% | +75.1% |
| All | +244.4% | +72.0% | +172.4% | +127.3% |
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 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