+20.7%
AMDL vs BAM
+39.7%
-19.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -3.0% | -31.8% | -31.7% |
| 7D | -52.7% | +7.9% | -60.7% | -56.4% |
| 30D | -65.3% | +16.0% | -81.3% | -70.8% |
| 3M | -40.8% | +0.6% | -41.5% | -42.5% |
| 6M | -12.9% | +10.5% | -23.4% | -25.0% |
| YTD | +98.0% | +3.2% | +94.8% | +78.7% |
| 1Y | +30.1% | +1.0% | +29.1% | +22.0% |
| All | +20.7% | +39.7% | -19.0% | -30.2% |
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