+163.4%
XLK vs BAM
+84.8%
+78.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +5.0% | +3.9% |
| 7D | -1.2% | -2.9% | +1.7% | 0.0% |
| 30D | -11.2% | +14.7% | -25.9% | -16.1% |
| 3M | -6.2% | -4.1% | -2.1% | -4.9% |
| 6M | -1.7% | +9.6% | -11.3% | -6.2% |
| YTD | +21.5% | +3.4% | +18.1% | +18.2% |
| 1Y | +19.6% | +1.0% | +18.6% | +17.4% |
| 3Y | +97.9% | +88.2% | +9.7% | +56.2% |
| All | +163.4% | +84.8% | +78.6% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling