-63.1%
NKE vs BAM
+80.8%
-143.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.7% |
| 7D | -4.6% | -2.0% | -2.5% | -3.9% |
| 30D | +6.9% | +13.7% | -6.8% | +2.4% |
| 3M | -5.8% | -4.8% | -1.0% | -4.4% |
| 6M | -9.1% | +7.6% | -16.7% | -11.7% |
| YTD | -39.2% | +1.2% | -40.3% | -40.0% |
| 1Y | -39.2% | -2.3% | -37.0% | -39.5% |
| 3Y | -61.8% | +84.1% | -145.9% | -68.5% |
| All | -63.1% | +80.8% | -143.9% | -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