+139.9%
NFLX vs BAM
+67.8%
+72.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.2% |
| 7D | -8.1% | -3.9% | -4.2% | -7.0% |
| 30D | -0.3% | -8.8% | +8.5% | +2.5% |
| 3M | -6.6% | +2.2% | -8.8% | -7.5% |
| 6M | -22.7% | +5.9% | -28.6% | -24.6% |
| YTD | -18.9% | -6.1% | -12.8% | -18.0% |
| 1Y | -39.8% | -11.6% | -28.2% | -38.1% |
| 3Y | +71.7% | +51.7% | +20.0% | +48.1% |
| All | +139.9% | +67.8% | +72.1% | +97.8% |
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