+139.9%
QQQ vs BAM
+80.8%
+59.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.5% |
| 7D | +6.4% | -2.0% | +8.4% | +7.1% |
| 30D | -7.5% | +13.7% | -21.1% | -11.9% |
| 3M | -4.8% | -4.8% | -0.1% | -3.4% |
| 6M | -2.5% | +7.6% | -10.1% | -5.9% |
| YTD | +12.4% | +1.2% | +11.3% | +10.4% |
| 1Y | +11.3% | -2.3% | +13.6% | +10.8% |
| 3Y | +85.0% | +84.1% | +0.9% | +47.3% |
| All | +139.9% | +80.8% | +59.1% | +89.9% |
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