+407.2%
META vs BAM
+84.5%
+322.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -0.9% | -2.7% |
| 7D | -3.1% | +7.9% | -11.1% | -6.3% |
| 30D | -18.1% | +16.0% | -34.1% | -23.3% |
| 3M | +2.9% | +0.6% | +2.2% | +2.2% |
| 6M | +0.2% | +10.5% | -10.3% | -4.7% |
| YTD | -8.1% | +3.2% | -11.3% | -10.6% |
| 1Y | -4.5% | +1.0% | -5.6% | -6.5% |
| 3Y | +94.2% | +84.2% | +9.9% | +45.6% |
| All | +407.2% | +84.5% | +322.7% | +277.0% |
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