+416.6%
META vs BAM
+78.0%
+338.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | +6.7% | -2.0% | +8.7% | +7.6% |
| 30D | +4.8% | -2.9% | +7.7% | +6.0% |
| 3M | -1.6% | +9.4% | -11.0% | -5.4% |
| 6M | -7.5% | +10.8% | -18.2% | -12.1% |
| YTD | -6.4% | -0.4% | -6.0% | -7.2% |
| 1Y | -17.3% | -10.9% | -6.5% | -14.2% |
| 3Y | +109.9% | +61.3% | +48.7% | +66.9% |
| All | +416.6% | +78.0% | +338.6% | +291.2% |
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