-8.3%
BMY vs BAM
+86.2%
-94.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -0.5% | +9.7% | -10.3% | -1.6% |
| 30D | +4.1% | +19.0% | -14.9% | +2.1% |
| 3M | -2.1% | +0.6% | -2.7% | -2.4% |
| 6M | +12.2% | +11.1% | +1.1% | +10.6% |
| YTD | +20.3% | +4.2% | +16.1% | +19.0% |
| 1Y | +39.2% | +3.3% | +35.9% | +37.7% |
| 3Y | +35.6% | +88.8% | -53.2% | +22.5% |
| All | -8.3% | +86.2% | -94.6% | -17.5% |
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