+44.2%
AMGN vs BAM
-12.8%
+57.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.4% | -6.7% | -9.5% |
| 7D | -10.3% | -1.6% | -8.7% | -9.9% |
| 30D | -3.8% | -6.0% | +2.2% | -2.9% |
| 3M | +14.4% | +7.3% | +7.0% | +13.4% |
| 6M | +7.8% | +8.2% | -0.4% | +6.4% |
| YTD | +22.6% | -3.8% | +26.4% | +21.1% |
| 1Y | +44.2% | -10.7% | +54.9% | +44.4% |
| All | +44.2% | -12.8% | +57.0% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling