+108.8%
CSCO vs BAM
+86.2%
+22.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.2% |
| 7D | -10.2% | +9.7% | -19.9% | -12.1% |
| 30D | -20.1% | +19.0% | -39.0% | -23.2% |
| 3M | -22.1% | +0.6% | -22.6% | -22.4% |
| 6M | +3.2% | +11.1% | -7.9% | +0.1% |
| YTD | +24.1% | +4.2% | +19.9% | +21.7% |
| 1Y | +34.6% | +3.3% | +31.2% | +32.1% |
| 3Y | +90.0% | +88.8% | +1.2% | +63.7% |
| All | +108.8% | +86.2% | +22.6% | +79.2% |
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