+152.2%
ABCL vs BAM
+4.2%
+147.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.4% | -2.1% |
| 7D | -10.0% | +14.2% | -24.2% | -16.5% |
| 30D | -10.9% | +21.0% | -31.9% | -20.5% |
| 3M | +101.6% | +5.2% | +96.5% | +97.0% |
| 6M | +167.5% | +16.0% | +151.6% | +145.1% |
| YTD | +259.1% | +6.5% | +252.6% | +238.4% |
| 1Y | +152.2% | +4.4% | +147.8% | +143.4% |
| All | +152.2% | +4.2% | +147.9% | +143.4% |
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