-44.3%
ZTS vs BAM
+84.8%
-129.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.6% |
| 7D | -7.4% | -2.9% | -4.6% | -6.7% |
| 30D | +9.9% | +14.7% | -4.8% | +6.2% |
| 3M | +10.3% | -4.1% | +14.5% | +11.4% |
| 6M | +9.2% | +9.6% | -0.4% | +6.5% |
| YTD | -32.9% | +3.4% | -36.3% | -33.9% |
| 1Y | -29.7% | +1.0% | -30.7% | -30.5% |
| 3Y | -49.0% | +88.2% | -137.2% | -59.1% |
| All | -44.3% | +84.8% | -129.2% | -55.3% |
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