+411.5%
META vs BAM
+86.2%
+325.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -0.8% | +9.7% | -10.5% | -4.6% |
| 30D | -15.4% | +19.0% | -34.4% | -21.6% |
| 3M | +3.5% | +0.6% | +3.0% | +2.9% |
| 6M | -0.3% | +11.1% | -11.4% | -5.4% |
| YTD | -7.3% | +4.2% | -11.5% | -10.2% |
| 1Y | -1.1% | +3.3% | -4.4% | -4.1% |
| 3Y | +95.1% | +88.8% | +6.3% | +44.8% |
| All | +411.5% | +86.2% | +325.2% | +278.7% |
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 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