+208.4%
ABCL vs BAM
+91.9%
+116.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.5% |
| 7D | +2.3% | +5.0% | -2.7% | -0.8% |
| 30D | -0.7% | +16.6% | -17.3% | -11.2% |
| 3M | +33.4% | +2.2% | +31.2% | +30.5% |
| 6M | +137.8% | +9.7% | +128.1% | +120.5% |
| YTD | +264.3% | +5.2% | +259.1% | +244.3% |
| 1Y | +209.2% | +3.9% | +205.3% | +196.0% |
| 3Y | +208.4% | +91.5% | +116.9% | +39.2% |
| All | +208.4% | +91.9% | +116.5% | +39.2% |
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 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