+0.5%
ON vs BAM
+78.0%
-77.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.6% |
| 7D | +2.4% | -2.0% | +4.4% | +3.7% |
| 30D | -3.3% | -2.9% | -0.4% | -1.9% |
| 3M | -43.6% | +9.4% | -53.0% | -47.3% |
| 6M | +19.0% | +10.8% | +8.2% | +9.3% |
| YTD | +37.4% | -0.4% | +37.8% | +34.9% |
| 1Y | +54.8% | -10.9% | +65.6% | +63.8% |
| 3Y | -25.2% | +61.3% | -86.4% | -47.1% |
| All | +0.5% | +78.0% | -77.4% | -33.7% |
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