-9.4%
NOC vs BAM
-12.8%
+3.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.1% |
| 7D | -2.7% | -1.6% | -1.1% | -2.5% |
| 30D | -8.9% | -6.0% | -2.9% | -8.3% |
| 3M | -3.7% | +7.3% | -11.0% | -4.7% |
| 6M | -30.8% | +8.2% | -39.0% | -31.5% |
| YTD | -7.9% | -3.8% | -4.1% | -7.3% |
| 1Y | -9.4% | -10.7% | +1.3% | -7.5% |
| All | -9.4% | -12.8% | +3.3% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling