-14.2%
TECH vs BAM
+81.2%
-95.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | 0.0% | -2.7% | +2.7% | +1.1% |
| 30D | +0.4% | +15.5% | -15.1% | -5.6% |
| 3M | +1.0% | -6.9% | +7.8% | +3.4% |
| 6M | +62.7% | +9.9% | +52.8% | +54.2% |
| YTD | +24.3% | +1.4% | +22.9% | +21.6% |
| 1Y | +20.5% | +3.3% | +17.2% | +16.8% |
| 3Y | +29.3% | +83.6% | -54.3% | -1.8% |
| All | -14.2% | +81.2% | -95.4% | -35.1% |
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