-5.9%
ON vs BAM
+88.1%
-94.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.5% |
| 7D | -4.1% | +5.0% | -9.1% | -6.9% |
| 30D | -10.2% | +16.6% | -26.8% | -18.9% |
| 3M | -12.7% | +2.2% | -15.0% | -14.5% |
| 6M | -32.5% | +9.7% | -42.2% | -37.5% |
| YTD | +28.6% | +5.2% | +23.3% | +21.5% |
| 1Y | +43.4% | +3.9% | +39.5% | +36.5% |
| 3Y | +3.3% | +91.5% | -88.2% | -33.4% |
| All | -5.9% | +88.1% | -94.0% | -40.3% |
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