-95.8%
AMC vs BAM
+90.5%
-186.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.0% | +7.0% |
| 7D | +6.6% | +5.3% | +1.3% | +4.1% |
| 30D | +14.1% | +18.1% | -4.0% | +4.8% |
| 3M | +31.3% | +4.2% | +27.1% | +28.6% |
| 6M | +126.7% | +11.1% | +115.6% | +114.6% |
| YTD | +117.9% | +6.6% | +111.3% | +110.0% |
| 1Y | +41.1% | +6.2% | +34.9% | +36.2% |
| 3Y | -61.0% | +95.0% | -156.0% | -71.2% |
| All | -95.8% | +90.5% | -186.4% | -97.1% |
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 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