-47.0%
ACM vs BAM
+4.2%
-51.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.2% | -3.3% | +1.1% |
| 7D | +9.5% | +14.2% | -4.7% | +5.4% |
| 30D | +14.7% | +21.0% | -6.2% | +8.7% |
| 3M | -9.5% | +5.2% | -14.7% | -11.4% |
| 6M | -18.0% | +16.0% | -34.0% | -22.0% |
| YTD | -27.3% | +6.5% | -33.7% | -29.8% |
| 1Y | -47.0% | +4.4% | -51.4% | -49.1% |
| All | -47.0% | +4.2% | -51.2% | -49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling