+146.8%
GOOG vs BAM
+57.7%
+89.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +1.2% |
| 7D | +1.1% | -1.6% | +2.7% | +1.6% |
| 30D | -5.1% | -6.0% | +0.9% | -3.2% |
| 3M | -7.1% | +7.3% | -14.4% | -9.8% |
| 6M | +12.7% | +8.2% | +4.4% | +9.0% |
| YTD | +7.1% | -3.8% | +10.9% | +7.2% |
| 1Y | +43.6% | -10.7% | +54.3% | +47.1% |
| 3Y | +146.8% | +55.3% | +91.4% | +103.0% |
| All | +146.8% | +57.7% | +89.1% | +103.0% |
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