+15.6%
NYT vs BAM
-11.5%
+27.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -0.6% | -6.6% | +6.0% | -0.2% |
| 30D | +4.6% | -12.4% | +17.0% | +5.4% |
| 3M | -9.6% | +2.4% | -11.9% | -10.2% |
| 6M | -14.0% | +7.9% | -21.9% | -14.7% |
| YTD | -2.8% | -7.0% | +4.2% | -2.9% |
| 1Y | +15.6% | -13.4% | +29.0% | +15.6% |
| All | +15.6% | -11.5% | +27.1% | +15.6% |
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