+145.7%
AMDL vs BAM
+36.9%
+108.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.2% | +14.1% | +14.2% |
| 7D | +103.5% | -2.0% | +105.5% | +108.0% |
| 30D | -18.3% | +13.7% | -32.0% | -29.5% |
| 3M | +20.1% | -4.8% | +24.8% | +24.6% |
| 6M | +15.9% | +7.6% | +8.3% | +2.3% |
| YTD | +303.0% | +1.2% | +301.9% | +271.8% |
| 1Y | +164.0% | -2.3% | +166.2% | +156.2% |
| All | +145.7% | +36.9% | +108.7% | +45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling