+16.7%
BABA vs BAM
+81.2%
-64.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -13.8% | -2.7% | -11.1% | -12.9% |
| 30D | -15.1% | +15.5% | -30.6% | -19.5% |
| 3M | -22.7% | -6.9% | -15.9% | -21.0% |
| 6M | -34.7% | +9.9% | -44.6% | -37.5% |
| YTD | -35.0% | +1.4% | -36.4% | -36.2% |
| 1Y | -40.4% | +3.3% | -43.7% | -42.0% |
| 3Y | +21.9% | +83.6% | -61.7% | -10.5% |
| All | +16.7% | +81.2% | -64.5% | -16.5% |
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