-23.0%
AKAM vs BAM
+85.6%
-108.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | +2.8% | -2.7% | +5.5% | +3.6% |
| 30D | -6.9% | +15.5% | -22.4% | -11.9% |
| 3M | -31.8% | -6.9% | -25.0% | -30.3% |
| 6M | -47.0% | +9.9% | -56.9% | -49.2% |
| YTD | -2.1% | +1.4% | -3.5% | -3.8% |
| 1Y | -3.7% | +3.3% | -7.0% | -6.2% |
| 3Y | -23.0% | +83.6% | -106.7% | -33.7% |
| All | -23.0% | +85.6% | -108.6% | -33.7% |
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