+86.7%
QQQ vs BAM
+93.4%
-6.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +2.7% |
| 7D | -0.3% | +5.3% | -5.5% | -2.2% |
| 30D | -9.6% | +18.1% | -27.7% | -15.3% |
| 3M | -5.9% | +4.2% | -10.2% | -7.7% |
| 6M | -4.3% | +11.1% | -15.4% | -8.9% |
| YTD | +11.0% | +6.6% | +4.4% | +6.8% |
| 1Y | +11.9% | +6.2% | +5.7% | +7.8% |
| 3Y | +86.7% | +95.0% | -8.3% | +47.1% |
| All | +86.7% | +93.4% | -6.7% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling