+152.9%
NRG vs BAM
+81.2%
+71.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +10.0% | -2.7% | +12.7% | +11.4% |
| 30D | -3.2% | +15.5% | -18.8% | -10.3% |
| 3M | -18.5% | -6.9% | -11.7% | -16.3% |
| 6M | -25.3% | +9.9% | -35.2% | -29.8% |
| YTD | -38.1% | +1.4% | -39.5% | -39.9% |
| 1Y | -40.7% | +3.3% | -44.0% | -42.9% |
| 3Y | +121.8% | +83.6% | +38.1% | +71.4% |
| All | +152.9% | +81.2% | +71.7% | +92.4% |
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