-50.7%
ZTS vs BAM
+71.9%
-122.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.5% | -2.1% |
| 7D | -4.8% | -1.6% | -3.2% | -4.4% |
| 30D | +1.2% | -6.0% | +7.2% | +2.8% |
| 3M | -6.0% | +7.3% | -13.4% | -7.7% |
| 6M | -38.7% | +8.2% | -47.0% | -40.0% |
| YTD | -40.6% | -3.8% | -36.8% | -40.4% |
| 1Y | -50.6% | -10.7% | -39.9% | -49.7% |
| 3Y | -58.7% | +55.3% | -114.1% | -65.3% |
| All | -50.7% | +71.9% | -122.6% | -59.7% |
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