+106.4%
INTC vs BAM
+90.5%
+15.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.2% | +4.6% |
| 7D | -1.0% | +5.3% | -6.3% | -3.0% |
| 30D | -43.3% | +18.1% | -61.4% | -47.3% |
| 3M | -41.6% | +4.2% | -45.8% | -42.9% |
| 6M | -52.5% | +11.1% | -63.6% | -55.1% |
| YTD | +60.9% | +6.6% | +54.3% | +53.2% |
| 1Y | +55.7% | +6.2% | +49.5% | +48.8% |
| 3Y | +59.2% | +95.0% | -35.9% | +18.1% |
| All | +106.4% | +90.5% | +15.9% | +52.0% |
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