-26.3%
QS vs BAM
+78.0%
-104.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | 0.0% |
| 7D | -2.3% | -2.0% | -0.3% | -0.7% |
| 30D | -0.7% | -2.9% | +2.2% | +1.4% |
| 3M | -39.6% | +9.4% | -49.0% | -44.7% |
| 6M | -21.7% | +10.8% | -32.5% | -28.9% |
| YTD | -47.4% | -0.4% | -47.0% | -48.0% |
| 1Y | -28.4% | -10.9% | -17.5% | -21.6% |
| 3Y | -22.6% | +61.3% | -83.9% | -55.0% |
| All | -26.3% | +78.0% | -104.3% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling