-44.5%
ZTS vs BAM
+90.5%
-135.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.0% |
| 7D | -1.0% | +5.3% | -6.3% | -2.3% |
| 30D | +10.8% | +18.1% | -7.3% | +6.3% |
| 3M | +14.1% | +4.2% | +9.8% | +12.8% |
| 6M | +0.8% | +11.1% | -10.3% | -2.1% |
| YTD | -33.1% | +6.6% | -39.7% | -34.6% |
| 1Y | -30.0% | +6.2% | -36.2% | -31.6% |
| 3Y | -49.5% | +95.0% | -144.5% | -59.9% |
| All | -44.5% | +90.5% | -135.1% | -55.8% |
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 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