-82.4%
QID vs BAM
+88.1%
-170.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +0.4% |
| 7D | +1.8% | +5.0% | -3.2% | +5.9% |
| 30D | +21.6% | +16.6% | +5.0% | +36.4% |
| 3M | +12.6% | +2.2% | +10.4% | +15.0% |
| 6M | +6.9% | +9.7% | -2.8% | +16.4% |
| YTD | -20.5% | +5.2% | -25.8% | -14.3% |
| 1Y | -18.1% | +3.9% | -22.0% | -12.0% |
| 3Y | -70.7% | +91.5% | -162.2% | -46.1% |
| All | -82.4% | +88.1% | -170.5% | -66.6% |
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 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