+4.5%
TSLA vs BAM
-12.8%
+17.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.7% |
| 7D | -3.4% | -6.1% | +2.7% | -0.5% |
| 30D | +9.2% | -13.8% | +23.1% | +17.4% |
| 3M | -4.7% | +4.4% | -9.1% | -7.0% |
| 6M | -8.9% | +6.4% | -15.3% | -12.1% |
| YTD | -19.2% | -7.1% | -12.1% | -17.0% |
| 1Y | +4.5% | -11.8% | +16.3% | +14.1% |
| All | +4.5% | -12.8% | +17.3% | +14.1% |
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