+120.7%
GOOGL vs BAM
+85.9%
+34.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.5% |
| 7D | +1.8% | +9.7% | -8.0% | -1.3% |
| 30D | -18.8% | +19.0% | -37.7% | -23.5% |
| 3M | -20.3% | +0.6% | -20.9% | -20.7% |
| 6M | -28.4% | +11.1% | -39.4% | -31.4% |
| YTD | -8.8% | +4.2% | -13.0% | -11.4% |
| 1Y | +0.3% | +3.3% | -3.1% | -2.3% |
| 3Y | +120.7% | +88.8% | +32.0% | +86.8% |
| All | +120.7% | +85.9% | +34.8% | +86.8% |
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 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