+39.6%
ONON vs BAM
+66.1%
-26.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.6% |
| 7D | -5.3% | -6.1% | +0.7% | -1.9% |
| 30D | -13.1% | -13.8% | +0.7% | -5.6% |
| 3M | -29.3% | +4.4% | -33.7% | -32.3% |
| 6M | -34.5% | +6.4% | -41.0% | -38.2% |
| YTD | -42.2% | -7.1% | -35.2% | -41.0% |
| 1Y | -37.3% | -11.8% | -25.5% | -34.2% |
| 3Y | -9.3% | +50.2% | -59.4% | -31.5% |
| All | +39.6% | +66.1% | -26.5% | -1.3% |
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