+78.9%
ABNB vs BAM
+84.8%
-6.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.3% | -2.1% |
| 7D | +2.7% | -2.9% | +5.6% | +4.5% |
| 30D | +10.8% | +14.7% | -3.9% | +2.6% |
| 3M | -2.1% | -4.1% | +2.1% | +0.2% |
| 6M | +32.2% | +9.6% | +22.6% | +24.3% |
| YTD | +33.5% | +3.4% | +30.0% | +29.0% |
| 1Y | +47.8% | +1.0% | +46.8% | +44.4% |
| 3Y | +53.3% | +88.2% | -34.9% | +0.1% |
| All | +78.9% | +84.8% | -6.0% | +15.5% |
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