-6.9%
ACM vs BAM
+93.4%
-100.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.3% | +2.9% | +4.3% |
| 7D | +6.9% | +5.3% | +1.6% | +4.9% |
| 30D | +19.1% | +18.1% | +1.0% | +12.0% |
| 3M | -6.9% | +4.2% | -11.2% | -8.7% |
| 6M | -12.0% | +11.1% | -23.1% | -15.9% |
| YTD | -25.1% | +6.6% | -31.7% | -27.6% |
| 1Y | -45.4% | +6.2% | -51.6% | -47.3% |
| 3Y | -6.9% | +95.0% | -101.9% | -33.1% |
| All | -6.9% | +93.4% | -100.3% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling