-0.4%
ON vs BAM
+80.8%
-81.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.5% |
| 7D | +17.0% | -2.0% | +19.0% | +18.5% |
| 30D | -3.9% | +13.7% | -17.5% | -11.9% |
| 3M | -11.5% | -4.8% | -6.8% | -9.4% |
| 6M | -29.2% | +7.6% | -36.8% | -33.7% |
| YTD | +36.2% | +1.2% | +35.0% | +31.8% |
| 1Y | +49.6% | -2.3% | +51.9% | +48.1% |
| 3Y | +9.4% | +84.1% | -74.7% | -27.8% |
| All | -0.4% | +80.8% | -81.2% | -35.2% |
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