+45.3%
AZN vs BAM
+81.2%
-35.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.1% | -2.7% | +1.6% | -0.8% |
| 30D | +13.8% | +15.5% | -1.7% | +12.1% |
| 3M | +17.3% | -6.9% | +24.2% | +18.0% |
| 6M | -1.7% | +9.9% | -11.6% | -3.0% |
| YTD | +1.4% | +1.4% | 0.0% | +0.7% |
| 1Y | +5.2% | +3.3% | +1.9% | +4.3% |
| 3Y | +52.6% | +83.6% | -31.0% | +37.2% |
| All | +45.3% | +81.2% | -35.9% | +31.1% |
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