-18.0%
ACM vs BAM
+86.2%
-104.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +5.4% | +9.7% | -4.4% | +1.9% |
| 30D | +15.1% | +19.0% | -3.9% | +8.2% |
| 3M | -10.5% | +0.6% | -11.0% | -10.9% |
| 6M | -19.7% | +11.1% | -30.8% | -23.2% |
| YTD | -28.8% | +4.2% | -33.0% | -30.6% |
| 1Y | -47.9% | +3.3% | -51.2% | -49.1% |
| 3Y | -12.4% | +88.8% | -101.1% | -32.9% |
| All | -18.0% | +86.2% | -104.2% | -37.1% |
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 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