-31.0%
ADBE vs BAM
+90.5%
-121.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.2% | -1.7% |
| 7D | -5.6% | +5.3% | -10.9% | -7.5% |
| 30D | -2.0% | +18.1% | -20.1% | -8.0% |
| 3M | -10.5% | +4.2% | -14.7% | -12.2% |
| 6M | -6.2% | +11.1% | -17.3% | -10.4% |
| YTD | -32.2% | +6.6% | -38.8% | -34.5% |
| 1Y | -27.4% | +6.2% | -33.6% | -29.9% |
| 3Y | -58.9% | +95.0% | -153.9% | -68.6% |
| All | -31.0% | +90.5% | -121.6% | -47.6% |
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