-25.2%
ADBE vs BAM
+71.9%
-97.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | -0.1% | -2.2% |
| 7D | -10.1% | -1.6% | -8.5% | -9.5% |
| 30D | -3.0% | -6.0% | +3.0% | -0.9% |
| 3M | +5.0% | +7.3% | -2.3% | +2.0% |
| 6M | -9.3% | +8.2% | -17.5% | -12.5% |
| YTD | -26.5% | -3.8% | -22.6% | -26.0% |
| 1Y | -28.3% | -10.7% | -17.5% | -26.1% |
| 3Y | -54.1% | +55.3% | -109.4% | -61.7% |
| All | -25.2% | +71.9% | -97.1% | -40.9% |
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