+89.3%
CSCO vs BAM
+85.9%
+3.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.2% |
| 7D | -10.2% | +9.7% | -19.9% | -12.2% |
| 30D | -20.1% | +19.0% | -39.0% | -23.4% |
| 3M | -22.4% | +0.6% | -22.9% | -22.7% |
| 6M | +2.8% | +11.1% | -8.3% | -0.6% |
| YTD | +23.6% | +4.2% | +19.4% | +21.1% |
| 1Y | +34.0% | +3.3% | +30.7% | +31.4% |
| 3Y | +89.3% | +88.8% | +0.5% | +54.6% |
| All | +89.3% | +85.9% | +3.4% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling