+79.3%
IBM vs BAM
+78.0%
+1.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -0.3% | -2.0% | +1.7% | +0.2% |
| 30D | +0.3% | -2.9% | +3.2% | +1.0% |
| 3M | -21.6% | +9.4% | -31.0% | -23.7% |
| 6M | -4.7% | +10.8% | -15.4% | -7.7% |
| YTD | -19.1% | -0.4% | -18.6% | -19.3% |
| 1Y | -2.5% | -10.9% | +8.4% | -0.6% |
| 3Y | +74.2% | +61.3% | +12.9% | +54.7% |
| All | +79.3% | +78.0% | +1.3% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling