-18.4%
AMBA vs BAM
+88.1%
-106.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.2% |
| 7D | -2.6% | +5.0% | -7.6% | -6.0% |
| 30D | -10.5% | +16.6% | -27.1% | -20.4% |
| 3M | -26.4% | +2.2% | -28.6% | -28.3% |
| 6M | -20.9% | +9.7% | -30.6% | -27.9% |
| YTD | -14.8% | +5.2% | -20.0% | -19.5% |
| 1Y | -36.1% | +3.9% | -40.0% | -39.0% |
| 3Y | +20.2% | +91.5% | -71.3% | -17.4% |
| All | -18.4% | +88.1% | -106.5% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling