+77.1%
IBM vs BAM
+71.9%
+5.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.3% |
| 7D | +0.3% | -1.6% | +1.9% | +0.7% |
| 30D | -1.5% | -6.0% | +4.5% | +0.1% |
| 3M | -16.8% | +7.3% | -24.1% | -18.6% |
| 6M | -9.0% | +8.2% | -17.2% | -11.3% |
| YTD | -20.1% | -3.8% | -16.2% | -19.5% |
| 1Y | -7.0% | -10.7% | +3.7% | -5.0% |
| 3Y | +72.4% | +55.3% | +17.0% | +54.6% |
| All | +77.1% | +71.9% | +5.3% | +55.3% |
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