-9.7%
AMT vs BAM
+78.0%
-87.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -0.2% | -2.0% | +1.8% | +0.1% |
| 30D | +4.6% | -2.9% | +7.6% | +5.0% |
| 3M | -8.4% | +9.4% | -17.8% | -9.7% |
| 6M | -6.0% | +10.8% | -16.8% | -7.7% |
| YTD | +2.1% | -0.4% | +2.6% | +1.7% |
| 1Y | -6.4% | -10.9% | +4.5% | -5.5% |
| 3Y | +8.1% | +61.3% | -53.2% | -7.8% |
| All | -9.7% | +78.0% | -87.6% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling