+40.0%
BABA vs BAM
+78.0%
-37.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -4.8% | -2.0% | -2.8% | -4.1% |
| 30D | -11.9% | -2.9% | -9.0% | -11.3% |
| 3M | -9.3% | +9.4% | -18.6% | -12.8% |
| 6M | -14.2% | +10.8% | -25.0% | -18.3% |
| YTD | -22.0% | -0.4% | -21.6% | -22.8% |
| 1Y | -12.7% | -10.9% | -1.8% | -10.2% |
| 3Y | +26.7% | +61.3% | -34.6% | -1.5% |
| All | +40.0% | +78.0% | -37.9% | +1.0% |
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