-44.4%
ZTS vs BAM
+88.1%
-132.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.5% |
| 7D | -0.6% | +5.0% | -5.6% | -1.8% |
| 30D | +11.0% | +16.6% | -5.6% | +6.8% |
| 3M | +10.9% | +2.2% | +8.7% | +10.2% |
| 6M | +0.9% | +9.7% | -8.7% | -1.6% |
| YTD | -33.0% | +5.2% | -38.2% | -34.3% |
| 1Y | -29.6% | +3.9% | -33.5% | -30.9% |
| 3Y | -49.0% | +91.5% | -140.6% | -59.3% |
| All | -44.4% | +88.1% | -132.5% | -55.6% |
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 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