-64.2%
NKE vs BAM
+66.1%
-130.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.6% |
| 7D | -5.5% | -6.1% | +0.5% | -3.6% |
| 30D | -10.4% | -13.8% | +3.4% | -5.9% |
| 3M | -15.8% | +4.4% | -20.2% | -17.2% |
| 6M | -33.4% | +6.4% | -39.8% | -35.0% |
| YTD | -41.0% | -7.1% | -33.9% | -40.1% |
| 1Y | -49.1% | -11.8% | -37.3% | -47.6% |
| 3Y | -59.8% | +50.2% | -110.0% | -64.9% |
| All | -64.2% | +66.1% | -130.4% | -69.7% |
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