+68.4%
NOK vs BAM
+86.2%
-17.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.7% | +2.4% |
| 7D | -10.5% | +9.7% | -20.2% | -12.8% |
| 30D | -27.9% | +19.0% | -46.9% | -31.4% |
| 3M | -18.8% | +0.6% | -19.3% | -19.1% |
| 6M | -41.9% | +11.1% | -53.0% | -44.0% |
| YTD | +18.4% | +4.2% | +14.2% | +15.5% |
| 1Y | +10.9% | +3.3% | +7.5% | +8.3% |
| 3Y | +137.9% | +88.8% | +49.1% | +79.1% |
| All | +68.4% | +86.2% | -17.8% | +26.1% |
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