+193.3%
GOOGL vs BAM
+84.8%
+108.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.9% | +2.7% |
| 7D | +1.6% | -2.9% | +4.4% | +2.5% |
| 30D | -16.8% | +14.7% | -31.5% | -20.7% |
| 3M | -14.6% | -4.1% | -10.5% | -13.6% |
| 6M | -24.4% | +9.6% | -34.0% | -27.2% |
| YTD | -6.1% | +3.4% | -9.5% | -8.4% |
| 1Y | +1.0% | +1.0% | 0.0% | -0.8% |
| 3Y | +123.4% | +88.2% | +35.2% | +76.5% |
| All | +193.3% | +84.8% | +108.5% | +130.8% |
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