+142.0%
CSCO vs BAM
+78.0%
+64.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -0.7% | -2.0% | +1.3% | -0.2% |
| 30D | -10.1% | -2.9% | -7.2% | -9.7% |
| 3M | -15.7% | +9.4% | -25.1% | -17.9% |
| 6M | +36.3% | +10.8% | +25.5% | +32.1% |
| YTD | +43.8% | -0.4% | +44.3% | +42.7% |
| 1Y | +63.9% | -10.9% | +74.8% | +66.9% |
| 3Y | +104.4% | +61.3% | +43.1% | +81.4% |
| All | +142.0% | +78.0% | +64.1% | +110.1% |
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