-8.3%
BMY vs BAM
+90.5%
-98.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.3% |
| 7D | -1.4% | +5.3% | -6.7% | -2.0% |
| 30D | +5.1% | +18.1% | -13.0% | +3.1% |
| 3M | -3.0% | +4.2% | -7.2% | -3.6% |
| 6M | +13.1% | +11.1% | +2.0% | +11.4% |
| YTD | +20.3% | +6.6% | +13.7% | +18.7% |
| 1Y | +39.0% | +6.2% | +32.8% | +37.1% |
| 3Y | +42.0% | +95.0% | -53.0% | +27.8% |
| All | -8.3% | +90.5% | -98.9% | -17.7% |
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