-14.3%
GME vs BAM
-8.8%
-5.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | +7.2% | -2.0% | +9.2% | +7.5% |
| 30D | +0.8% | -2.9% | +3.7% | +1.1% |
| 3M | -14.0% | +9.4% | -23.3% | -15.5% |
| 6M | -19.7% | +10.8% | -30.5% | -21.8% |
| YTD | -4.6% | -0.4% | -4.1% | -5.4% |
| 1Y | -14.3% | -10.9% | -3.5% | -12.5% |
| All | -14.3% | -8.8% | -5.5% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling