+52.3%
MSFT vs BAM
+85.9%
-33.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | +1.7% | +9.7% | -8.1% | -1.5% |
| 30D | +0.2% | +19.0% | -18.8% | -5.6% |
| 3M | +6.4% | +0.6% | +5.8% | +6.0% |
| 6M | +28.7% | +11.1% | +17.6% | +23.7% |
| YTD | +10.4% | +4.2% | +6.2% | +7.9% |
| 1Y | +7.6% | +3.3% | +4.3% | +5.2% |
| 3Y | +52.3% | +88.8% | -36.4% | +36.0% |
| All | +52.3% | +85.9% | -33.6% | +36.0% |
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 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