-13.3%
ABCL vs BAM
+78.0%
-91.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.6% |
| 7D | +0.7% | -2.0% | +2.7% | +1.9% |
| 30D | +93.1% | -2.9% | +96.0% | +96.7% |
| 3M | +79.4% | +9.4% | +70.1% | +68.5% |
| 6M | +214.9% | +10.8% | +204.1% | +195.2% |
| YTD | +234.2% | -0.4% | +234.7% | +231.1% |
| 1Y | +174.8% | -10.9% | +185.6% | +192.1% |
| 3Y | +104.5% | +61.3% | +43.2% | +48.3% |
| All | -13.3% | +78.0% | -91.2% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling