+47.5%
ORCL vs BAM
+88.1%
-40.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.9% |
| 7D | -6.5% | +5.0% | -11.5% | -8.7% |
| 30D | -16.6% | +16.6% | -33.1% | -23.2% |
| 3M | -21.6% | +2.2% | -23.8% | -22.9% |
| 6M | -39.4% | +9.7% | -49.0% | -42.6% |
| YTD | -38.7% | +5.2% | -43.9% | -40.9% |
| 1Y | -50.4% | +3.9% | -54.3% | -51.9% |
| 3Y | +8.1% | +91.5% | -83.4% | -13.5% |
| All | +47.5% | +88.1% | -40.6% | +18.4% |
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