-21.0%
Z vs BAM
+84.5%
-105.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -3.0% | -7.6% | -8.7% |
| 7D | -2.3% | +7.9% | -10.2% | -6.4% |
| 30D | +9.4% | +16.0% | -6.7% | +0.5% |
| 3M | -16.1% | +0.6% | -16.7% | -16.1% |
| 6M | -30.4% | +10.5% | -40.9% | -34.3% |
| YTD | -55.6% | +3.2% | -58.8% | -56.6% |
| 1Y | -58.5% | +1.0% | -59.6% | -59.0% |
| 3Y | -19.6% | +84.2% | -103.9% | -44.6% |
| All | -21.0% | +84.5% | -105.5% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling