+10.0%
ABT vs BAM
+84.8%
-74.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.8% |
| 7D | -5.4% | -2.9% | -2.5% | -5.0% |
| 30D | +8.0% | +14.7% | -6.7% | +6.2% |
| 3M | +0.2% | -4.1% | +4.4% | +0.5% |
| 6M | +34.1% | +9.6% | +24.6% | +32.4% |
| YTD | -10.6% | +3.4% | -14.0% | -11.5% |
| 1Y | -11.8% | +1.0% | -12.8% | -12.5% |
| 3Y | +23.9% | +88.2% | -64.3% | +11.4% |
| All | +10.0% | +84.8% | -74.8% | -1.4% |
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 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