+8.4%
ABT vs BAM
+78.0%
-69.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -3.7% | -2.0% | -1.7% | -3.5% |
| 30D | +2.5% | -2.9% | +5.4% | +2.8% |
| 3M | +20.2% | +9.4% | +10.8% | +18.9% |
| 6M | -2.9% | +10.8% | -13.7% | -4.2% |
| YTD | -11.9% | -0.4% | -11.5% | -12.3% |
| 1Y | -16.5% | -10.9% | -5.7% | -15.9% |
| 3Y | +12.1% | +61.3% | -49.1% | +3.0% |
| All | +8.4% | +78.0% | -69.6% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling