-22.9%
Z vs BAM
+86.2%
-109.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.4% | -3.0% |
| 7D | -4.6% | +9.7% | -14.3% | -9.5% |
| 30D | +8.3% | +19.0% | -10.7% | -2.0% |
| 3M | -11.6% | +0.6% | -12.2% | -11.5% |
| 6M | -33.6% | +11.1% | -44.7% | -37.6% |
| YTD | -56.7% | +4.2% | -60.9% | -57.9% |
| 1Y | -59.1% | +3.3% | -62.5% | -60.2% |
| 3Y | -20.4% | +88.8% | -109.1% | -45.7% |
| All | -22.9% | +86.2% | -109.1% | -48.4% |
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