-14.7%
TSLA vs BAM
+3.7%
-18.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +1.0% |
| 7D | -4.7% | +5.0% | -9.7% | -6.5% |
| 30D | -0.8% | +16.6% | -17.3% | -7.2% |
| 3M | +14.8% | +2.2% | +12.6% | +14.0% |
| 6M | -11.3% | +9.7% | -21.0% | -15.1% |
| YTD | -15.6% | +5.2% | -20.8% | -18.3% |
| 1Y | -14.7% | +3.9% | -18.6% | -17.1% |
| All | -14.7% | +3.7% | -18.4% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling