+297.5%
AVGO vs BAM
+85.2%
+212.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +6.8% |
| 7D | +25.0% | -2.0% | +27.0% | +26.3% |
| 30D | +2.0% | +13.7% | -11.7% | -6.0% |
| 3M | -12.3% | -4.8% | -7.5% | -10.2% |
| 6M | -12.8% | +7.6% | -20.4% | -18.2% |
| YTD | +5.9% | +1.2% | +4.7% | +2.6% |
| 1Y | +3.3% | -2.3% | +5.6% | +2.8% |
| All | +297.5% | +85.2% | +212.3% | +188.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling