-18.6%
QS vs BAM
+57.7%
-76.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.4% | +5.4% | +5.0% |
| 7D | +2.2% | -1.6% | +3.8% | +3.4% |
| 30D | -8.1% | -6.0% | -2.1% | -3.4% |
| 3M | -27.0% | +7.3% | -34.4% | -32.4% |
| 6M | -16.4% | +8.2% | -24.7% | -23.0% |
| YTD | -46.4% | -3.8% | -42.5% | -45.4% |
| 1Y | -41.1% | -10.7% | -30.4% | -35.4% |
| 3Y | -18.6% | +55.3% | -74.0% | -60.0% |
| All | -18.6% | +57.7% | -76.3% | -60.0% |
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 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