-28.4%
QS vs BAM
-8.8%
-19.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.1% |
| 7D | -2.3% | -2.0% | -0.3% | -0.8% |
| 30D | -0.7% | -2.9% | +2.2% | +1.1% |
| 3M | -39.6% | +9.4% | -49.0% | -44.5% |
| 6M | -21.7% | +10.8% | -32.5% | -28.9% |
| YTD | -47.4% | -0.4% | -47.0% | -47.9% |
| 1Y | -28.4% | -10.9% | -17.5% | -21.4% |
| All | -28.4% | -8.8% | -19.5% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling