-13.3%
ACM vs BAM
+81.2%
-94.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | +5.6% | -2.7% | +8.3% | +6.7% |
| 30D | +20.8% | +15.5% | +5.3% | +14.8% |
| 3M | +11.4% | -6.9% | +18.3% | +13.9% |
| 6M | +0.9% | +9.9% | -8.9% | -3.0% |
| YTD | -24.8% | +1.4% | -26.2% | -26.0% |
| 1Y | -46.4% | +3.3% | -49.7% | -47.7% |
| 3Y | -9.2% | +83.6% | -92.9% | -29.8% |
| All | -13.3% | +81.2% | -94.6% | -32.9% |
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