-8.6%
Z vs BAM
+90.0%
-98.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.2% | +3.2% | +5.1% |
| 7D | +10.2% | +14.2% | -4.1% | +0.7% |
| 30D | +23.7% | +21.0% | +2.7% | +9.0% |
| 3M | -6.6% | +5.2% | -11.8% | -9.6% |
| 6M | -23.0% | +16.0% | -39.0% | -30.4% |
| YTD | -50.3% | +6.5% | -56.8% | -52.8% |
| 1Y | -53.6% | +4.4% | -58.0% | -55.4% |
| All | -8.6% | +90.0% | -98.6% | -56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling