+32.0%
QSR vs BAM
+67.8%
-35.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -1.1% |
| 7D | -2.4% | -3.9% | +1.6% | -1.6% |
| 30D | +5.7% | -8.8% | +14.5% | +7.5% |
| 3M | +6.9% | +2.2% | +4.7% | +6.2% |
| 6M | +6.9% | +5.9% | +0.9% | +5.2% |
| YTD | +14.9% | -6.1% | +21.0% | +15.5% |
| 1Y | +29.1% | -11.6% | +40.7% | +31.1% |
| 3Y | +26.1% | +51.7% | -25.6% | +11.2% |
| All | +32.0% | +67.8% | -35.9% | +13.8% |
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 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