+257.0%
AMAT vs BAM
+81.2%
+175.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.9% |
| 7D | +11.4% | -2.7% | +14.0% | +12.8% |
| 30D | -17.0% | +15.5% | -32.6% | -22.7% |
| 3M | -30.6% | -6.9% | -23.8% | -28.5% |
| 6M | -14.9% | +9.9% | -24.8% | -19.8% |
| YTD | +44.7% | +1.4% | +43.3% | +41.5% |
| 1Y | +66.9% | +3.3% | +63.6% | +61.7% |
| 3Y | +153.3% | +83.6% | +69.7% | +89.4% |
| All | +257.0% | +81.2% | +175.7% | +161.8% |
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