-9.9%
ABCL vs BAM
+86.2%
-96.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.9% | +5.8% | +6.2% |
| 7D | -3.2% | +9.7% | -12.9% | -8.8% |
| 30D | -7.4% | +19.0% | -26.4% | -17.3% |
| 3M | +81.9% | +0.6% | +81.4% | +80.1% |
| 6M | +135.7% | +11.1% | +124.6% | +118.7% |
| YTD | +247.4% | +4.2% | +243.2% | +232.4% |
| 1Y | +162.3% | +3.3% | +158.9% | +153.2% |
| 3Y | +165.5% | +88.8% | +76.7% | +81.4% |
| All | -9.9% | +86.2% | -96.1% | -38.6% |
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