+155.1%
ASML vs BAM
+88.1%
+67.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.2% |
| 7D | -2.9% | +5.0% | -7.8% | -5.1% |
| 30D | -15.2% | +16.6% | -31.8% | -21.5% |
| 3M | -12.9% | +2.2% | -15.1% | -14.2% |
| 6M | -5.0% | +9.7% | -14.7% | -10.2% |
| YTD | +41.8% | +5.2% | +36.6% | +36.2% |
| 1Y | +46.0% | +3.9% | +42.1% | +41.0% |
| 3Y | +133.5% | +91.5% | +41.9% | +62.8% |
| All | +155.1% | +88.1% | +67.0% | +74.2% |
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