+34.4%
QCOM vs BAM
+84.5%
-50.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.0% | -6.4% | -8.0% |
| 7D | -15.5% | +7.9% | -23.4% | -18.6% |
| 30D | -13.4% | +16.0% | -29.4% | -19.7% |
| 3M | 0.0% | +0.6% | -0.6% | -0.7% |
| 6M | -15.2% | +10.5% | -25.7% | -20.3% |
| YTD | -6.9% | +3.2% | -10.1% | -9.7% |
| 1Y | -11.0% | +1.0% | -12.0% | -12.7% |
| 3Y | +39.8% | +84.2% | -44.5% | +2.4% |
| All | +34.4% | +84.5% | -50.1% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling