+93.7%
NYT vs BAM
+66.2%
+27.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -0.6% | -6.6% | +6.0% | +0.7% |
| 30D | +4.6% | -12.4% | +17.0% | +7.3% |
| 3M | -9.6% | +2.4% | -11.9% | -10.4% |
| 6M | -14.0% | +7.9% | -21.9% | -15.9% |
| YTD | -2.8% | -7.0% | +4.2% | -2.1% |
| 1Y | +15.6% | -13.4% | +29.0% | +18.0% |
| 3Y | +56.3% | +46.9% | +9.5% | +34.0% |
| All | +93.7% | +66.2% | +27.5% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling