-14.9%
AMBA vs BAM
+78.0%
-92.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.2% |
| 7D | -11.0% | -2.0% | -9.0% | -9.7% |
| 30D | -23.2% | -2.9% | -20.2% | -21.7% |
| 3M | -12.7% | +9.4% | -22.1% | -19.5% |
| 6M | +11.2% | +10.8% | +0.5% | +0.9% |
| YTD | -11.2% | -0.4% | -10.8% | -12.0% |
| 1Y | -22.5% | -10.9% | -11.7% | -16.2% |
| 3Y | -1.3% | +61.3% | -62.6% | -25.3% |
| All | -14.9% | +78.0% | -92.9% | -38.7% |
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