+30.0%
ABBV vs BAM
-1.5%
+31.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.2% |
| 7D | +2.2% | -2.0% | +4.2% | +2.1% |
| 30D | +8.0% | +13.7% | -5.7% | +8.5% |
| 3M | +19.1% | -4.8% | +23.8% | +18.9% |
| 6M | +43.5% | +7.6% | +35.9% | +44.3% |
| YTD | +32.7% | +1.2% | +31.6% | +30.6% |
| 1Y | +30.0% | -2.3% | +32.3% | +28.2% |
| All | +30.0% | -1.5% | +31.6% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling