+136.5%
NOK vs BAM
+67.8%
+68.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.7% |
| 7D | +9.3% | -3.9% | +13.3% | +10.4% |
| 30D | +17.9% | -8.8% | +26.7% | +20.6% |
| 3M | -22.3% | +2.2% | -24.5% | -23.1% |
| 6M | +36.4% | +5.9% | +30.5% | +32.9% |
| YTD | +66.3% | -6.1% | +72.4% | +67.2% |
| 1Y | +134.4% | -11.6% | +146.0% | +139.3% |
| 3Y | +186.6% | +51.7% | +134.9% | +130.2% |
| All | +136.5% | +67.8% | +68.7% | +82.4% |
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