-25.4%
AMBA vs BAM
+84.5%
-109.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.0% | -6.4% | -7.3% |
| 7D | -14.6% | +7.9% | -22.5% | -19.5% |
| 30D | -18.8% | +16.0% | -34.8% | -27.7% |
| 3M | -32.6% | +0.6% | -33.2% | -33.7% |
| 6M | -25.8% | +10.5% | -36.3% | -32.9% |
| YTD | -22.1% | +3.2% | -25.3% | -25.5% |
| 1Y | -36.2% | +1.0% | -37.2% | -38.0% |
| 3Y | +10.0% | +84.2% | -74.2% | -22.8% |
| All | -25.4% | +84.5% | -109.9% | -48.1% |
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 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