-11.0%
AA vs BAM
+90.5%
-101.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.3% | +3.4% | +4.3% |
| 7D | +4.8% | +5.3% | -0.5% | +1.5% |
| 30D | -0.6% | +18.1% | -18.7% | -10.9% |
| 3M | -16.3% | +4.2% | -20.5% | -19.0% |
| 6M | -33.4% | +11.1% | -44.5% | -38.6% |
| YTD | -20.7% | +6.6% | -27.3% | -25.8% |
| 1Y | +12.9% | +6.2% | +6.7% | +5.9% |
| 3Y | +75.7% | +95.0% | -19.3% | -3.1% |
| All | -11.0% | +90.5% | -101.5% | -50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling