-7.2%
BMY vs BAM
+84.8%
-92.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | -2.0% | -2.9% | +0.9% | -1.7% |
| 30D | +9.3% | +14.7% | -5.4% | +7.6% |
| 3M | -0.1% | -4.1% | +4.1% | +0.2% |
| 6M | +15.5% | +9.6% | +5.9% | +14.0% |
| YTD | +21.8% | +3.4% | +18.4% | +20.6% |
| 1Y | +34.9% | +1.0% | +33.8% | +33.7% |
| 3Y | +43.2% | +88.2% | -45.0% | +29.4% |
| All | -7.2% | +84.8% | -92.1% | -16.4% |
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