+87.9%
ABNB vs BAM
+90.5%
-2.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.2% | -1.2% |
| 7D | +11.2% | +5.3% | +5.9% | +8.1% |
| 30D | +14.7% | +18.1% | -3.4% | +4.5% |
| 3M | +6.9% | +4.2% | +2.6% | +4.2% |
| 6M | +34.5% | +11.1% | +23.4% | +25.5% |
| YTD | +40.2% | +6.6% | +33.6% | +33.2% |
| 1Y | +57.4% | +6.2% | +51.2% | +49.3% |
| 3Y | +64.7% | +95.0% | -30.3% | +5.4% |
| All | +87.9% | +90.5% | -2.6% | +19.2% |
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