-38.6%
QS vs BAM
+90.5%
-129.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +4.8% |
| 7D | +13.7% | +5.3% | +8.4% | +9.1% |
| 30D | -0.2% | +18.1% | -18.3% | -13.4% |
| 3M | -24.8% | +4.2% | -29.1% | -27.7% |
| 6M | -39.4% | +11.1% | -50.5% | -45.2% |
| YTD | -56.1% | +6.6% | -62.7% | -59.1% |
| 1Y | -72.5% | +6.2% | -78.7% | -74.3% |
| 3Y | -16.3% | +95.0% | -111.3% | -58.4% |
| All | -38.6% | +90.5% | -129.1% | -69.9% |
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