-13.3%
ZBH vs BAM
+81.2%
-94.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -2.3% | -2.7% | +0.4% | -1.7% |
| 30D | +12.5% | +15.5% | -3.0% | +9.6% |
| 3M | +3.9% | -6.9% | +10.8% | +5.2% |
| 6M | +25.4% | +9.9% | +15.5% | +23.0% |
| YTD | +15.7% | +1.4% | +14.3% | +14.8% |
| 1Y | +15.2% | +3.3% | +11.9% | +13.8% |
| 3Y | +0.3% | +83.6% | -83.3% | -13.9% |
| All | -13.3% | +81.2% | -94.5% | -25.7% |
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