+46.1%
AZN vs BAM
+84.8%
-38.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.5% |
| 7D | -1.9% | -2.9% | +1.0% | -1.6% |
| 30D | +17.1% | +14.7% | +2.5% | +15.4% |
| 3M | +16.8% | -4.1% | +21.0% | +17.1% |
| 6M | +2.0% | +9.6% | -7.6% | +0.7% |
| YTD | +1.9% | +3.4% | -1.5% | +1.1% |
| 1Y | +5.2% | +1.0% | +4.2% | +4.5% |
| 3Y | +54.8% | +88.2% | -33.4% | +38.7% |
| All | +46.1% | +84.8% | -38.7% | +31.5% |
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 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