+52.6%
BHP vs BAM
+88.1%
-35.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | +3.8% | +5.0% | -1.2% | +2.1% |
| 30D | -6.5% | +16.6% | -23.1% | -11.5% |
| 3M | -8.5% | +2.2% | -10.7% | -9.6% |
| 6M | -2.2% | +9.7% | -11.8% | -6.0% |
| YTD | +40.0% | +5.2% | +34.8% | +35.5% |
| 1Y | +51.3% | +3.9% | +47.4% | +46.9% |
| 3Y | +56.5% | +91.5% | -35.0% | +15.5% |
| All | +52.6% | +88.1% | -35.5% | +13.0% |
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