-96.8%
AMC vs BAM
+78.0%
-174.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.0% |
| 7D | +2.3% | -2.0% | +4.3% | +3.4% |
| 30D | -0.7% | -2.9% | +2.2% | +0.7% |
| 3M | +35.2% | +9.4% | +25.8% | +28.3% |
| 6M | +124.6% | +10.8% | +113.8% | +113.7% |
| YTD | +69.9% | -0.4% | +70.3% | +69.3% |
| 1Y | -2.6% | -10.9% | +8.3% | +1.9% |
| 3Y | -79.8% | +61.3% | -141.0% | -84.0% |
| All | -96.8% | +78.0% | -174.7% | -97.6% |
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