+9.2%
ABT vs BAM
+81.2%
-72.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | -2.7% | +1.4% | -0.9% |
| 30D | +6.0% | +15.5% | -9.5% | +4.2% |
| 3M | -1.9% | -6.9% | +5.0% | -1.2% |
| 6M | +31.2% | +9.9% | +21.3% | +29.5% |
| YTD | -11.2% | +1.4% | -12.6% | -11.9% |
| 1Y | -14.0% | +3.3% | -17.2% | -14.8% |
| 3Y | +20.7% | +83.6% | -63.0% | +8.9% |
| All | +9.2% | +81.2% | -72.0% | -1.9% |
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