+96.9%
NYT vs BAM
+71.9%
+25.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.7% |
| 7D | +0.3% | -1.6% | +1.9% | +0.6% |
| 30D | +7.0% | -6.0% | +12.9% | +8.1% |
| 3M | -7.9% | +7.3% | -15.2% | -9.6% |
| 6M | -15.0% | +8.2% | -23.2% | -16.9% |
| YTD | -1.3% | -3.8% | +2.6% | -1.2% |
| 1Y | +16.9% | -10.7% | +27.6% | +18.6% |
| 3Y | +58.9% | +55.3% | +3.6% | +34.4% |
| All | +96.9% | +71.9% | +25.0% | +60.6% |
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 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