+104.1%
TSLA vs BAM
+80.8%
+23.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +3.3% |
| 7D | +15.6% | -2.0% | +17.6% | +17.3% |
| 30D | +5.9% | +13.7% | -7.7% | -4.6% |
| 3M | +21.4% | -4.8% | +26.1% | +24.9% |
| 6M | -8.3% | +7.6% | -15.9% | -15.0% |
| YTD | -11.6% | +1.2% | -12.8% | -14.9% |
| 1Y | -7.7% | -2.3% | -5.4% | -8.6% |
| 3Y | +85.2% | +84.1% | +1.1% | +15.3% |
| All | +104.1% | +80.8% | +23.3% | +23.8% |
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 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