+150.4%
QQQ vs BAM
+78.0%
+72.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +0.4% | -2.0% | +2.3% | +1.1% |
| 30D | +0.2% | -2.9% | +3.2% | +1.2% |
| 3M | -2.8% | +9.4% | -12.2% | -6.4% |
| 6M | +18.0% | +10.8% | +7.2% | +12.7% |
| YTD | +17.3% | -0.4% | +17.8% | +16.2% |
| 1Y | +25.6% | -10.9% | +36.5% | +29.6% |
| 3Y | +93.7% | +61.3% | +32.5% | +60.5% |
| All | +150.4% | +78.0% | +72.4% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling