+338.1%
AMAT vs BAM
+78.0%
+260.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.0% |
| 7D | -1.5% | -2.0% | +0.5% | -0.5% |
| 30D | -14.8% | -2.9% | -11.9% | -13.9% |
| 3M | -9.3% | +9.4% | -18.7% | -13.8% |
| 6M | +27.4% | +10.8% | +16.6% | +19.8% |
| YTD | +77.6% | -0.4% | +78.0% | +75.7% |
| 1Y | +188.9% | -10.9% | +199.8% | +201.9% |
| 3Y | +202.3% | +61.3% | +141.0% | +136.4% |
| All | +338.1% | +78.0% | +260.1% | +225.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling