-24.9%
QS vs BAM
+71.9%
-96.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.4% | +5.4% | +4.9% |
| 7D | +2.2% | -1.6% | +3.8% | +3.4% |
| 30D | -8.1% | -6.0% | -2.1% | -3.5% |
| 3M | -27.0% | +7.3% | -34.4% | -32.3% |
| 6M | -16.4% | +8.2% | -24.7% | -22.7% |
| YTD | -46.4% | -3.8% | -42.5% | -45.4% |
| 1Y | -41.1% | -10.7% | -30.4% | -35.5% |
| 3Y | -18.6% | +55.3% | -74.0% | -51.2% |
| All | -24.9% | +71.9% | -96.7% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling