+94.2%
TSLA vs BAM
+90.5%
+3.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.2% | +3.8% |
| 7D | -6.4% | +5.3% | -11.6% | -10.0% |
| 30D | -1.2% | +18.1% | -19.3% | -13.4% |
| 3M | +15.1% | +4.2% | +10.8% | +10.6% |
| 6M | -11.7% | +11.1% | -22.8% | -19.9% |
| YTD | -15.9% | +6.6% | -22.5% | -22.1% |
| 1Y | -12.0% | +6.2% | -18.2% | -18.3% |
| 3Y | +80.0% | +95.0% | -15.0% | +7.6% |
| All | +94.2% | +90.5% | +3.6% | +13.4% |
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 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