+238.2%
GOOGL vs BAM
+71.9%
+166.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +1.1% |
| 7D | +1.1% | -1.6% | +2.7% | +1.6% |
| 30D | -4.4% | -6.0% | +1.6% | -2.6% |
| 3M | -6.8% | +7.3% | -14.1% | -9.4% |
| 6M | +13.6% | +8.2% | +5.3% | +10.1% |
| YTD | +8.3% | -3.8% | +12.2% | +8.5% |
| 1Y | +44.9% | -10.7% | +55.7% | +48.5% |
| 3Y | +150.5% | +55.3% | +95.1% | +110.3% |
| All | +238.2% | +71.9% | +166.4% | +173.3% |
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