+87.8%
IBM vs BAM
+90.5%
-2.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.9% | -0.2% |
| 7D | -2.5% | +5.3% | -7.8% | -3.9% |
| 30D | +8.4% | +18.1% | -9.7% | +3.4% |
| 3M | +4.5% | +4.2% | +0.2% | +3.1% |
| 6M | +7.9% | +11.1% | -3.2% | +4.3% |
| YTD | -15.2% | +6.6% | -21.8% | -17.2% |
| 1Y | -17.6% | +6.2% | -23.8% | -19.4% |
| 3Y | +82.1% | +95.0% | -13.0% | +55.4% |
| All | +87.8% | +90.5% | -2.7% | +59.8% |
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 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