+87.9%
IBM vs BAM
+88.1%
-0.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -1.5% | +5.0% | -6.5% | -2.8% |
| 30D | +8.4% | +16.6% | -8.2% | +3.8% |
| 3M | +4.2% | +2.2% | +2.0% | +3.3% |
| 6M | +7.9% | +9.7% | -1.7% | +4.7% |
| YTD | -15.2% | +5.2% | -20.4% | -16.9% |
| 1Y | -18.7% | +3.9% | -22.6% | -20.1% |
| 3Y | +79.2% | +91.5% | -12.3% | +53.6% |
| All | +87.9% | +88.1% | -0.2% | +60.4% |
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 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