-84.1%
QID vs BAM
+67.8%
-152.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.8% | -1.3% |
| 7D | -1.9% | -3.9% | +2.0% | -4.7% |
| 30D | +1.7% | -8.8% | +10.5% | -4.7% |
| 3M | -3.9% | +2.2% | -6.1% | -1.1% |
| 6M | -30.0% | +5.9% | -35.9% | -24.8% |
| YTD | -28.2% | -6.1% | -22.1% | -29.0% |
| 1Y | -35.6% | -11.6% | -24.0% | -38.4% |
| 3Y | -74.3% | +51.7% | -126.0% | -59.1% |
| All | -84.1% | +67.8% | -152.0% | -72.3% |
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