-14.7%
AMRZ vs BAM
-1.9%
-12.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | -1.9% | -2.0% | +0.1% | -0.9% |
| 30D | -16.9% | -2.9% | -14.0% | -15.7% |
| 3M | -19.2% | +9.4% | -28.6% | -22.5% |
| 6M | -29.3% | +10.8% | -40.0% | -32.8% |
| YTD | -18.0% | -0.4% | -17.5% | -19.0% |
| 1Y | -15.1% | -10.9% | -4.2% | -13.3% |
| All | -14.7% | -1.9% | -12.8% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling