+946.2%
NVDA vs BAM
+90.5%
+855.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.3% | -6.6% | -5.5% |
| 7D | -11.6% | +5.3% | -16.8% | -14.1% |
| 30D | -22.1% | +18.1% | -40.2% | -29.2% |
| 3M | -20.1% | +4.2% | -24.4% | -22.5% |
| 6M | -16.8% | +11.1% | -27.9% | -22.5% |
| YTD | -4.0% | +6.6% | -10.6% | -9.3% |
| 1Y | -4.8% | +6.2% | -11.0% | -10.1% |
| 3Y | +281.7% | +95.0% | +186.7% | +167.2% |
| All | +946.2% | +90.5% | +855.7% | +618.0% |
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