-10.9%
AMCR vs BAM
+78.0%
-88.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -1.9% | -2.0% | +0.1% | -1.4% |
| 30D | -4.1% | -2.9% | -1.2% | -3.4% |
| 3M | +21.7% | +9.4% | +12.3% | +18.5% |
| 6M | +1.5% | +10.8% | -9.3% | -1.5% |
| YTD | +13.1% | -0.4% | +13.6% | +12.1% |
| 1Y | +16.5% | -10.9% | +27.4% | +18.3% |
| 3Y | +10.3% | +61.3% | -51.0% | -7.8% |
| All | -10.9% | +78.0% | -88.8% | -27.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling