-95.8%
AMC vs BAM
+84.8%
-180.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.2% |
| 7D | -2.8% | -2.9% | 0.0% | -1.1% |
| 30D | +14.0% | +14.7% | -0.7% | +6.4% |
| 3M | +42.5% | -4.1% | +46.6% | +46.0% |
| 6M | +142.6% | +9.6% | +133.0% | +131.3% |
| YTD | +119.2% | +3.4% | +115.8% | +114.7% |
| 1Y | +40.7% | +1.0% | +39.7% | +39.4% |
| 3Y | -57.3% | +88.2% | -145.5% | -67.9% |
| All | -95.8% | +84.8% | -180.7% | -97.0% |
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