+115.7%
MSFT vs BAM
+88.1%
+27.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.8% |
| 7D | +2.3% | +5.0% | -2.6% | +0.9% |
| 30D | -0.4% | +16.6% | -16.9% | -5.1% |
| 3M | +5.6% | +2.2% | +3.3% | +4.6% |
| 6M | +29.0% | +9.7% | +19.3% | +24.8% |
| YTD | +10.9% | +5.2% | +5.7% | +8.3% |
| 1Y | +6.2% | +3.9% | +2.3% | +3.9% |
| 3Y | +47.6% | +91.5% | -43.9% | +23.3% |
| All | +115.7% | +88.1% | +27.6% | +81.3% |
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