-9.6%
TLT vs BAM
+86.2%
-95.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +0.1% | +9.7% | -9.6% | -0.7% |
| 30D | +6.2% | +19.0% | -12.8% | +4.7% |
| 3M | +0.1% | +0.6% | -0.5% | -0.1% |
| 6M | -3.0% | +11.1% | -14.0% | -3.9% |
| YTD | -2.7% | +4.2% | -6.9% | -3.4% |
| 1Y | -4.8% | +3.3% | -8.2% | -5.4% |
| 3Y | +6.9% | +88.8% | -81.8% | -0.8% |
| All | -9.6% | +86.2% | -95.8% | -16.1% |
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