+26.7%
AZN vs BAM
+53.8%
-27.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.3% |
| 7D | -1.5% | -1.6% | +0.1% | -1.3% |
| 30D | -0.9% | -6.0% | +5.1% | -0.3% |
| 3M | -11.8% | +7.3% | -19.2% | -12.7% |
| 6M | -17.6% | +8.2% | -25.8% | -18.6% |
| YTD | -12.0% | -3.8% | -8.2% | -12.0% |
| 1Y | -0.9% | -10.7% | +9.9% | -0.1% |
| All | +26.7% | +53.8% | -27.2% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling