+132.8%
AMAT vs BAM
+84.2%
+48.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.0% | -10.5% | -12.1% |
| 7D | -24.3% | +7.9% | -32.2% | -27.3% |
| 30D | -39.8% | +16.0% | -55.8% | -44.4% |
| 3M | -40.2% | +0.6% | -40.8% | -40.8% |
| 6M | -22.1% | +10.5% | -32.6% | -27.2% |
| YTD | +24.7% | +3.2% | +21.5% | +20.6% |
| 1Y | +33.3% | +1.0% | +32.2% | +30.5% |
| All | +132.8% | +84.2% | +48.7% | +59.2% |
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