+129.5%
ASML vs BAM
+84.5%
+45.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.0% | -6.3% | -7.9% |
| 7D | -19.0% | +7.9% | -27.0% | -22.1% |
| 30D | -25.9% | +16.0% | -42.0% | -31.4% |
| 3M | -19.1% | +0.6% | -19.7% | -19.8% |
| 6M | -5.7% | +10.5% | -16.2% | -11.3% |
| YTD | +27.6% | +3.2% | +24.4% | +23.6% |
| 1Y | +30.8% | +1.0% | +29.7% | +28.0% |
| 3Y | +116.2% | +84.2% | +32.0% | +53.2% |
| All | +129.5% | +84.5% | +45.0% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling