-2.7%
XYL vs BAM
+78.0%
-80.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.7% | -2.2% |
| 7D | -5.0% | -2.0% | -3.1% | -4.5% |
| 30D | -13.2% | -2.9% | -10.3% | -12.5% |
| 3M | -3.7% | +9.4% | -13.1% | -6.4% |
| 6M | -17.7% | +10.8% | -28.4% | -20.5% |
| YTD | -21.5% | -0.4% | -21.1% | -22.0% |
| 1Y | -24.5% | -10.9% | -13.6% | -22.6% |
| 3Y | +6.9% | +61.3% | -54.3% | -9.2% |
| All | -2.7% | +78.0% | -80.6% | -19.9% |
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