+444.6%
CIEN vs BAM
+86.2%
+358.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.5% | +5.1% |
| 7D | -24.1% | +9.7% | -33.8% | -27.5% |
| 30D | -45.5% | +19.0% | -64.5% | -49.9% |
| 3M | -39.7% | +0.6% | -40.3% | -40.3% |
| 6M | -57.8% | +11.1% | -68.9% | -60.5% |
| YTD | +4.1% | +4.2% | -0.1% | -0.7% |
| 1Y | +20.8% | +3.3% | +17.5% | +15.9% |
| 3Y | +463.1% | +88.8% | +374.4% | +339.3% |
| All | +444.6% | +86.2% | +358.4% | +329.7% |
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