+229.3%
GOOG vs BAM
+66.1%
+163.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -2.5% | -6.1% | +3.6% | -0.4% |
| 30D | -3.6% | -13.8% | +10.2% | +1.3% |
| 3M | -6.4% | +4.4% | -10.8% | -8.1% |
| 6M | +7.8% | +6.4% | +1.4% | +5.1% |
| YTD | +5.5% | -7.1% | +12.5% | +6.9% |
| 1Y | +38.3% | -11.8% | +50.1% | +42.2% |
| 3Y | +143.1% | +50.2% | +92.9% | +106.4% |
| All | +229.3% | +66.1% | +163.2% | +169.1% |
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 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