+16.7%
BABA vs BAM
+80.8%
-64.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.2% | -4.9% | -6.3% |
| 7D | -12.7% | -2.0% | -10.7% | -12.0% |
| 30D | -14.9% | +13.7% | -28.5% | -18.8% |
| 3M | -24.6% | -4.8% | -19.9% | -23.6% |
| 6M | -29.3% | +7.6% | -37.0% | -31.9% |
| YTD | -35.0% | +1.2% | -36.2% | -36.1% |
| 1Y | -39.7% | -2.3% | -37.4% | -40.1% |
| 3Y | +21.2% | +84.1% | -62.9% | -11.2% |
| All | +16.7% | +80.8% | -64.1% | -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