+56.2%
ACHR vs BAM
+81.2%
-25.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.2% | -7.2% |
| 7D | -9.2% | -2.7% | -6.6% | -6.5% |
| 30D | -1.0% | +15.5% | -16.5% | -15.0% |
| 3M | -42.2% | -6.9% | -35.3% | -38.1% |
| 6M | -38.2% | +9.9% | -48.1% | -44.3% |
| YTD | -46.4% | +1.4% | -47.8% | -48.2% |
| 1Y | -49.4% | +3.3% | -52.6% | -51.9% |
| 3Y | -22.5% | +83.6% | -106.1% | -53.5% |
| All | +56.2% | +81.2% | -25.0% | -7.1% |
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