+114.7%
MSFT vs BAM
+86.2%
+28.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | +1.7% | +9.7% | -8.1% | -1.2% |
| 30D | +0.2% | +19.0% | -18.8% | -5.2% |
| 3M | +6.4% | +0.6% | +5.8% | +6.0% |
| 6M | +28.7% | +11.1% | +17.6% | +24.1% |
| YTD | +10.4% | +4.2% | +6.2% | +8.1% |
| 1Y | +7.6% | +3.3% | +4.3% | +5.4% |
| 3Y | +52.3% | +88.8% | -36.4% | +27.7% |
| All | +114.7% | +86.2% | +28.5% | +81.0% |
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 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