+79.8%
NOK vs BAM
+90.5%
-10.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +6.2% |
| 7D | -1.4% | +5.3% | -6.7% | -2.7% |
| 30D | -21.0% | +18.1% | -39.1% | -24.7% |
| 3M | -12.6% | +4.2% | -16.8% | -13.8% |
| 6M | -36.2% | +11.1% | -47.3% | -38.4% |
| YTD | +26.4% | +6.6% | +19.8% | +22.6% |
| 1Y | +19.6% | +6.2% | +13.4% | +16.0% |
| 3Y | +152.6% | +95.0% | +57.5% | +88.4% |
| All | +79.8% | +90.5% | -10.7% | +33.9% |
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