+37.4%
QSR vs BAM
+78.0%
-40.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +2.4% | -2.0% | +4.4% | +2.8% |
| 30D | +7.6% | -2.9% | +10.5% | +8.1% |
| 3M | +12.6% | +9.4% | +3.2% | +10.4% |
| 6M | +14.4% | +10.8% | +3.6% | +11.6% |
| YTD | +19.6% | -0.4% | +20.1% | +18.9% |
| 1Y | +33.9% | -10.9% | +44.7% | +35.9% |
| 3Y | +27.1% | +61.3% | -34.1% | +10.7% |
| All | +37.4% | +78.0% | -40.6% | +17.1% |
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