+109.8%
ABBV vs BAM
+84.8%
+24.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.5% |
| 7D | +0.1% | -2.9% | +2.9% | +0.2% |
| 30D | +5.6% | +14.7% | -9.1% | +4.9% |
| 3M | +18.7% | -4.1% | +22.8% | +18.9% |
| 6M | +47.4% | +9.6% | +37.8% | +46.7% |
| YTD | +33.0% | +3.4% | +29.5% | +32.4% |
| 1Y | +34.9% | +1.0% | +33.9% | +34.6% |
| 3Y | +135.2% | +88.2% | +47.0% | +124.2% |
| All | +109.8% | +84.8% | +24.9% | +99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling