+73.4%
AME vs BAM
+81.2%
-7.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +5.9% | -2.7% | +8.6% | +6.7% |
| 30D | -1.9% | +15.5% | -17.4% | -6.1% |
| 3M | -5.4% | -6.9% | +1.5% | -3.7% |
| 6M | +4.9% | +9.9% | -5.0% | +1.4% |
| YTD | +18.5% | +1.4% | +17.1% | +16.6% |
| 1Y | +25.5% | +3.3% | +22.2% | +22.7% |
| 3Y | +63.0% | +83.6% | -20.6% | +35.1% |
| All | +73.4% | +81.2% | -7.8% | +42.4% |
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