-82.7%
QID vs BAM
+90.5%
-173.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.3% | -9.2% | -5.2% |
| 7D | -0.8% | +5.3% | -6.0% | +3.4% |
| 30D | +20.1% | +18.1% | +2.0% | +35.9% |
| 3M | +11.8% | +4.2% | +7.6% | +15.8% |
| 6M | +5.5% | +11.1% | -5.5% | +16.0% |
| YTD | -21.5% | +6.6% | -28.1% | -14.6% |
| 1Y | -22.6% | +6.2% | -28.8% | -15.4% |
| 3Y | -72.3% | +95.0% | -167.3% | -48.4% |
| All | -82.7% | +90.5% | -173.2% | -66.7% |
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 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