+33.6%
BABA vs BAM
+84.5%
-50.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.7% | +3.7% |
| 7D | +8.6% | +7.9% | +0.6% | +5.6% |
| 30D | -1.1% | +16.0% | -17.1% | -6.4% |
| 3M | -15.9% | +0.6% | -16.6% | -16.6% |
| 6M | -17.5% | +10.5% | -28.0% | -21.3% |
| YTD | -25.6% | +3.2% | -28.8% | -27.4% |
| 1Y | -33.8% | +1.0% | -34.9% | -35.1% |
| 3Y | +34.6% | +84.2% | -49.6% | -1.2% |
| All | +33.6% | +84.5% | -50.9% | -5.1% |
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