+9.7%
TEAM vs BAM
+86.2%
-76.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.9% | -17.1% | -16.7% |
| 7D | -19.8% | +9.7% | -29.6% | -24.4% |
| 30D | -21.5% | +19.0% | -40.5% | -29.5% |
| 3M | +39.5% | +0.6% | +38.9% | +37.9% |
| 6M | +73.1% | +11.1% | +62.0% | +60.5% |
| YTD | -5.2% | +4.2% | -9.4% | -9.1% |
| 1Y | -1.6% | +3.3% | -4.9% | -5.3% |
| 3Y | -11.4% | +88.8% | -100.2% | -40.1% |
| All | +9.7% | +86.2% | -76.5% | -25.1% |
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 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