+45.2%
ORCL vs BAM
+86.2%
-41.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | -11.2% | +9.7% | -20.9% | -15.6% |
| 30D | -18.8% | +19.0% | -37.8% | -26.1% |
| 3M | -18.8% | +0.6% | -19.3% | -19.5% |
| 6M | -39.7% | +11.1% | -50.8% | -43.3% |
| YTD | -39.6% | +4.2% | -43.8% | -41.6% |
| 1Y | -51.7% | +3.3% | -55.1% | -53.1% |
| 3Y | +10.2% | +88.8% | -78.5% | -11.3% |
| All | +45.2% | +86.2% | -41.0% | +17.1% |
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 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