+62.5%
AME vs BAM
+85.9%
-23.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.3% |
| 7D | -5.2% | +9.7% | -14.9% | -7.9% |
| 30D | -8.0% | +19.0% | -27.0% | -12.9% |
| 3M | -8.9% | +0.6% | -9.5% | -9.3% |
| 6M | -5.0% | +11.1% | -16.1% | -8.6% |
| YTD | +11.9% | +4.2% | +7.7% | +9.2% |
| 1Y | +16.6% | +3.3% | +13.3% | +14.0% |
| 3Y | +62.5% | +88.8% | -26.3% | +38.1% |
| All | +62.5% | +85.9% | -23.4% | +38.1% |
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 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