+479.4%
NBIS vs BAM
+7.2%
+472.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.2% | -10.2% | -10.1% |
| 7D | -10.5% | -2.7% | -7.8% | -8.4% |
| 30D | -37.7% | +15.5% | -53.2% | -45.0% |
| 3M | -54.6% | -6.9% | -47.7% | -52.3% |
| 6M | -44.1% | +9.9% | -54.0% | -50.1% |
| YTD | +38.4% | +1.4% | +37.1% | +32.5% |
| 1Y | +30.7% | +3.3% | +27.5% | +22.3% |
| All | +479.4% | +7.2% | +472.2% | +408.5% |
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