+18.4%
AMCR vs BAM
+93.4%
-75.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.1% |
| 7D | -7.9% | +5.3% | -13.2% | -9.3% |
| 30D | +8.2% | +18.1% | -9.9% | +3.1% |
| 3M | -4.3% | +4.2% | -8.6% | -5.7% |
| 6M | +16.6% | +11.1% | +5.5% | +12.7% |
| YTD | +13.1% | +6.6% | +6.5% | +9.5% |
| 1Y | +14.4% | +6.2% | +8.2% | +10.7% |
| 3Y | +18.4% | +95.0% | -76.7% | -12.3% |
| All | +18.4% | +93.4% | -75.0% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling