-63.5%
NKE vs BAM
+67.8%
-131.3%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.2% |
| 7D | -2.3% | -3.9% | +1.6% | -1.0% |
| 30D | -10.4% | -8.8% | -1.6% | -7.7% |
| 3M | -15.5% | +2.2% | -17.7% | -16.3% |
| 6M | -32.6% | +5.9% | -38.6% | -34.2% |
| YTD | -39.8% | -6.1% | -33.7% | -39.1% |
| 1Y | -47.6% | -11.6% | -36.0% | -46.1% |
| 3Y | -59.0% | +51.7% | -110.7% | -64.4% |
| All | -63.5% | +67.8% | -131.3% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling