+53.3%
MSFT vs BAM
+61.4%
-8.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.7% | -2.2% |
| 7D | -2.7% | -2.0% | -0.7% | -2.1% |
| 30D | +2.7% | -2.9% | +5.6% | +3.6% |
| 3M | +17.0% | +9.4% | +7.6% | +13.4% |
| 6M | +23.8% | +10.8% | +13.1% | +19.3% |
| YTD | +4.0% | -0.4% | +4.4% | +3.3% |
| 1Y | -0.8% | -10.9% | +10.0% | +1.6% |
| All | +53.3% | +61.4% | -8.1% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling