+152.6%
GOOGL vs BAM
+66.6%
+86.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -2.3% | -2.0% | -0.3% | -1.6% |
| 30D | -6.6% | -2.9% | -3.6% | -5.8% |
| 3M | -8.9% | +9.4% | -18.3% | -12.2% |
| 6M | +11.9% | +10.8% | +1.1% | +7.3% |
| YTD | +8.3% | -0.4% | +8.8% | +7.2% |
| 1Y | +46.2% | -10.9% | +57.1% | +50.0% |
| All | +152.6% | +66.6% | +86.1% | +103.4% |
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