+62.8%
XOM vs BAM
+78.0%
-15.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | +1.8% | -2.0% | +3.7% | +1.9% |
| 30D | +5.9% | -2.9% | +8.8% | +6.0% |
| 3M | +5.6% | +9.4% | -3.8% | +4.4% |
| 6M | +7.9% | +10.8% | -2.9% | +6.2% |
| YTD | +35.2% | -0.4% | +35.6% | +35.0% |
| 1Y | +46.0% | -10.9% | +56.9% | +48.4% |
| 3Y | +55.0% | +61.3% | -6.2% | +38.6% |
| All | +62.8% | +78.0% | -15.2% | +41.9% |
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 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