-42.5%
QS vs BAM
+86.2%
-128.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.3% |
| 7D | +5.4% | +9.7% | -4.3% | -2.8% |
| 30D | -5.3% | +19.0% | -24.3% | -18.4% |
| 3M | -22.6% | +0.6% | -23.2% | -23.4% |
| 6M | -46.2% | +11.1% | -57.2% | -51.4% |
| YTD | -58.9% | +4.2% | -63.1% | -61.0% |
| 1Y | -73.1% | +3.3% | -76.4% | -74.3% |
| 3Y | -27.2% | +88.8% | -116.0% | -62.9% |
| All | -42.5% | +86.2% | -128.7% | -71.2% |
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