+249.2%
QLD vs BAM
+86.2%
+163.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.9% |
| 7D | -10.3% | +9.7% | -20.0% | -16.2% |
| 30D | -26.1% | +19.0% | -45.0% | -35.2% |
| 3M | -17.8% | +0.6% | -18.3% | -18.8% |
| 6M | -15.6% | +11.1% | -26.6% | -23.1% |
| YTD | +5.4% | +4.2% | +1.2% | 0.0% |
| 1Y | +5.2% | +3.3% | +1.9% | +0.4% |
| 3Y | +139.4% | +88.8% | +50.7% | +54.9% |
| All | +249.2% | +86.2% | +163.0% | +124.5% |
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