+100.1%
NFLX vs BAM
+86.2%
+13.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.6% |
| 7D | +2.1% | +9.7% | -7.6% | -0.9% |
| 30D | -9.0% | +19.0% | -28.0% | -14.0% |
| 3M | -14.0% | +0.6% | -14.5% | -14.3% |
| 6M | -28.2% | +11.1% | -39.2% | -30.9% |
| YTD | -32.4% | +4.2% | -36.6% | -34.0% |
| 1Y | -42.2% | +3.3% | -45.5% | -43.6% |
| 3Y | +45.9% | +88.8% | -42.9% | +17.6% |
| All | +100.1% | +86.2% | +13.8% | +59.4% |
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