+53.4%
XOM vs BAM
+57.7%
-4.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.2% | +0.9% |
| 7D | -2.4% | -1.6% | -0.8% | -2.3% |
| 30D | +5.7% | -6.0% | +11.6% | +5.9% |
| 3M | +6.6% | +7.3% | -0.8% | +5.8% |
| 6M | +7.7% | +8.2% | -0.6% | +6.5% |
| YTD | +36.2% | -3.8% | +40.0% | +36.6% |
| 1Y | +50.5% | -10.7% | +61.2% | +52.5% |
| 3Y | +53.4% | +55.3% | -2.0% | +37.9% |
| All | +53.4% | +57.7% | -4.3% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling