+213.9%
NRG vs BAM
+50.2%
+163.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -2.3% |
| 7D | +3.9% | -3.9% | +7.8% | +6.0% |
| 30D | -3.0% | -8.8% | +5.8% | +1.6% |
| 3M | -10.9% | +2.2% | -13.1% | -12.9% |
| 6M | -25.3% | +5.9% | -31.2% | -28.5% |
| YTD | -26.8% | -6.1% | -20.7% | -25.7% |
| 1Y | -23.3% | -11.6% | -11.7% | -19.4% |
| All | +213.9% | +50.2% | +163.6% | +160.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling