+94.7%
ABBV vs BAM
+61.4%
+33.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.1% | -1.5% |
| 7D | +0.4% | -2.0% | +2.4% | +0.5% |
| 30D | +4.2% | -2.9% | +7.1% | +4.3% |
| 3M | +14.8% | +9.4% | +5.4% | +14.2% |
| 6M | +10.3% | +10.8% | -0.5% | +9.4% |
| YTD | +14.9% | -0.4% | +15.3% | +14.6% |
| 1Y | +24.1% | -10.9% | +35.0% | +25.0% |
| All | +94.7% | +61.4% | +33.3% | +81.9% |
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