+234.2%
GOOG vs BAM
+78.0%
+156.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.3% |
| 7D | -2.1% | -2.0% | -0.2% | -1.5% |
| 30D | -6.8% | -2.9% | -3.9% | -6.1% |
| 3M | -9.1% | +9.4% | -18.5% | -12.1% |
| 6M | +10.7% | +10.8% | 0.0% | +6.4% |
| YTD | +7.1% | -0.4% | +7.5% | +6.0% |
| 1Y | +44.6% | -10.9% | +55.5% | +48.3% |
| 3Y | +147.4% | +61.3% | +86.2% | +105.1% |
| All | +234.2% | +78.0% | +156.3% | +166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling