+5.4%
NOC vs BAM
+86.2%
-80.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | -5.8% | +9.7% | -15.6% | -6.2% |
| 30D | +10.9% | +19.0% | -8.1% | +10.1% |
| 3M | -7.1% | +0.6% | -7.7% | -7.2% |
| 6M | -5.3% | +11.1% | -16.4% | -5.9% |
| YTD | -6.8% | +4.2% | -11.0% | -7.2% |
| 1Y | -6.7% | +3.3% | -10.0% | -7.1% |
| 3Y | +17.2% | +88.8% | -71.6% | +14.4% |
| All | +5.4% | +86.2% | -80.9% | +4.5% |
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 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