-99.8%
AMIX vs BAM
+37.6%
-137.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.4% |
| 7D | -13.7% | -2.0% | -11.7% | -12.3% |
| 30D | -62.1% | -2.9% | -59.1% | -61.1% |
| 3M | -46.2% | +9.4% | -55.5% | -47.6% |
| 6M | -46.4% | +10.8% | -57.2% | -48.1% |
| YTD | -60.3% | -0.4% | -59.8% | -60.1% |
| 1Y | -79.7% | -10.9% | -68.8% | -78.5% |
| All | -99.8% | +37.6% | -137.4% | -99.9% |
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