+6.5%
AWK vs BAM
+86.2%
-79.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.4% |
| 7D | +4.1% | +9.7% | -5.6% | +3.6% |
| 30D | +18.0% | +19.0% | -1.0% | +17.1% |
| 3M | +12.2% | +0.6% | +11.7% | +12.0% |
| 6M | +21.2% | +11.1% | +10.2% | +20.6% |
| YTD | +17.6% | +4.2% | +13.4% | +17.4% |
| 1Y | +19.2% | +3.3% | +15.9% | +19.1% |
| 3Y | +26.7% | +88.8% | -62.0% | +9.3% |
| All | +6.5% | +86.2% | -79.8% | -8.4% |
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 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