+177.4%
NXT vs BAM
+64.3%
+113.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | -1.1% | -2.0% | +0.9% | -0.1% |
| 30D | -15.3% | -2.9% | -12.4% | -14.1% |
| 3M | -43.8% | +9.4% | -53.2% | -46.4% |
| 6M | -18.7% | +10.8% | -29.4% | -23.3% |
| YTD | -3.0% | -0.4% | -2.6% | -3.8% |
| 1Y | +22.7% | -10.9% | +33.6% | +29.0% |
| 3Y | +95.9% | +61.3% | +34.7% | +33.2% |
| All | +177.4% | +64.3% | +113.1% | +87.3% |
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 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