+49.6%
ORLY vs BAM
+66.1%
-16.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -2.1% | -6.1% | +3.9% | -1.6% |
| 30D | -7.6% | -13.8% | +6.2% | -6.4% |
| 3M | -5.5% | +4.4% | -9.8% | -5.8% |
| 6M | -9.7% | +6.4% | -16.1% | -10.3% |
| YTD | -6.2% | -7.1% | +0.8% | -5.9% |
| 1Y | -18.6% | -11.8% | -6.8% | -18.1% |
| 3Y | +33.8% | +50.2% | -16.3% | +27.5% |
| All | +49.6% | +66.1% | -16.5% | +42.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling