+81.9%
TSLA vs BAM
+78.0%
+3.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.4% |
| 7D | +1.5% | -2.0% | +3.5% | +3.1% |
| 30D | +10.1% | -2.9% | +13.0% | +12.4% |
| 3M | -15.4% | +9.4% | -24.8% | -21.5% |
| 6M | -12.8% | +10.8% | -23.5% | -20.4% |
| YTD | -21.3% | -0.4% | -20.8% | -22.6% |
| 1Y | +4.6% | -10.9% | +15.5% | +12.3% |
| 3Y | +44.5% | +61.3% | -16.7% | -0.7% |
| All | +81.9% | +78.0% | +3.9% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling