+148.7%
ABCL vs BAM
+84.2%
+64.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.0% | -6.3% | -7.4% |
| 7D | -14.9% | +7.9% | -22.9% | -19.6% |
| 30D | -15.4% | +16.0% | -31.4% | -24.2% |
| 3M | +88.0% | +0.6% | +87.4% | +85.8% |
| 6M | +138.8% | +10.5% | +128.3% | +119.9% |
| YTD | +225.4% | +3.2% | +222.2% | +211.2% |
| 1Y | +137.3% | +1.0% | +136.3% | +131.6% |
| All | +148.7% | +84.2% | +64.5% | +12.8% |
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