+10.6%
TEAM vs BAM
+90.5%
-80.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -0.5% |
| 7D | -17.2% | +5.3% | -22.5% | -19.8% |
| 30D | -25.1% | +18.1% | -43.2% | -32.4% |
| 3M | +3.9% | +4.2% | -0.3% | +0.8% |
| 6M | +69.1% | +11.1% | +58.0% | +57.0% |
| YTD | -4.5% | +6.6% | -11.1% | -9.5% |
| 1Y | -1.9% | +6.2% | -8.1% | -7.1% |
| 3Y | -9.3% | +95.0% | -104.3% | -39.7% |
| All | +10.6% | +90.5% | -80.0% | -25.4% |
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