+5.4%
SLB vs BAM
+84.5%
-79.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.0% | -0.7% | -2.7% |
| 7D | -7.7% | +7.9% | -15.7% | -10.2% |
| 30D | -0.7% | +16.0% | -16.8% | -5.9% |
| 3M | 0.0% | +0.6% | -0.7% | -0.6% |
| 6M | -10.4% | +10.5% | -20.9% | -14.2% |
| YTD | +31.5% | +3.2% | +28.2% | +28.4% |
| 1Y | +39.1% | +1.0% | +38.1% | +36.7% |
| 3Y | -5.7% | +84.2% | -89.9% | -26.9% |
| All | +5.4% | +84.5% | -79.0% | -19.4% |
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 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