-15.7%
AKAM vs BAM
+90.5%
-106.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.3% | -5.7% | -4.2% |
| 7D | -7.4% | +5.3% | -12.6% | -9.0% |
| 30D | -24.9% | +18.1% | -43.0% | -29.2% |
| 3M | -27.4% | +4.2% | -31.6% | -28.7% |
| 6M | -45.6% | +11.1% | -56.7% | -48.0% |
| YTD | -8.0% | +6.6% | -14.6% | -11.0% |
| 1Y | -4.1% | +6.2% | -10.3% | -7.2% |
| 3Y | -26.9% | +95.0% | -121.9% | -41.2% |
| All | -15.7% | +90.5% | -106.2% | -32.8% |
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