+188.0%
GOOGL vs BAM
+90.5%
+97.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.4% |
| 7D | +3.3% | +5.3% | -2.0% | +1.6% |
| 30D | -18.1% | +18.1% | -36.2% | -22.6% |
| 3M | -18.6% | +4.2% | -22.8% | -20.0% |
| 6M | -28.0% | +11.1% | -39.1% | -31.0% |
| YTD | -7.8% | +6.6% | -14.4% | -10.9% |
| 1Y | +3.6% | +6.2% | -2.6% | +0.2% |
| 3Y | +123.4% | +95.0% | +28.3% | +74.4% |
| All | +188.0% | +90.5% | +97.5% | +124.5% |
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 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