+95.1%
TSLA vs BAM
+88.1%
+6.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +1.4% |
| 7D | -4.7% | +5.0% | -9.7% | -8.2% |
| 30D | -0.8% | +16.6% | -17.3% | -12.1% |
| 3M | +14.8% | +2.2% | +12.6% | +12.0% |
| 6M | -11.3% | +9.7% | -21.0% | -18.8% |
| YTD | -15.6% | +5.2% | -20.8% | -21.0% |
| 1Y | -14.7% | +3.9% | -18.6% | -19.5% |
| 3Y | +76.9% | +91.5% | -14.6% | +7.1% |
| All | +95.1% | +88.1% | +6.9% | +15.0% |
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