+140.7%
QQQ vs BAM
+84.8%
+55.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.1% | +2.9% |
| 7D | -0.2% | -2.9% | +2.6% | +0.9% |
| 30D | -7.5% | +14.7% | -22.1% | -12.2% |
| 3M | -3.8% | -4.1% | +0.3% | -2.6% |
| 6M | -3.0% | +9.6% | -12.6% | -7.0% |
| YTD | +12.8% | +3.4% | +9.4% | +9.9% |
| 1Y | +11.6% | +1.0% | +10.6% | +9.7% |
| 3Y | +85.6% | +88.2% | -2.6% | +46.6% |
| All | +140.7% | +84.8% | +55.8% | +89.0% |
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