-17.4%
AMCR vs BAM
+67.8%
-85.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.4% | -2.1% |
| 7D | -6.3% | -3.9% | -2.4% | -5.2% |
| 30D | -7.1% | -8.8% | +1.7% | -4.8% |
| 3M | +12.7% | +2.2% | +10.5% | +11.8% |
| 6M | +5.2% | +5.9% | -0.8% | +3.4% |
| YTD | +8.1% | -6.1% | +14.2% | +8.9% |
| 1Y | +10.0% | -11.6% | +21.7% | +12.1% |
| 3Y | +6.6% | +51.7% | -45.1% | -9.3% |
| All | -17.4% | +67.8% | -85.3% | -32.1% |
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