+142.7%
AMAT vs BAM
+85.9%
+56.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.8% |
| 7D | -14.7% | +9.7% | -24.4% | -18.7% |
| 30D | -36.1% | +19.0% | -55.1% | -41.7% |
| 3M | -36.9% | +0.6% | -37.4% | -37.4% |
| 6M | -22.2% | +11.1% | -33.3% | -27.5% |
| YTD | +29.9% | +4.2% | +25.7% | +25.1% |
| 1Y | +43.3% | +3.3% | +39.9% | +38.6% |
| 3Y | +142.7% | +88.8% | +53.9% | +65.2% |
| All | +142.7% | +85.9% | +56.8% | +65.2% |
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