+67.6%
AA vs BAM
+91.9%
-24.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -3.6% |
| 7D | +1.2% | +5.0% | -3.7% | -1.5% |
| 30D | -5.0% | +16.6% | -21.6% | -13.5% |
| 3M | -22.2% | +2.2% | -24.4% | -23.6% |
| 6M | -36.3% | +9.7% | -46.0% | -40.5% |
| YTD | -24.2% | +5.2% | -29.4% | -28.0% |
| 1Y | +3.9% | +3.9% | 0.0% | -0.5% |
| 3Y | +67.6% | +91.5% | -24.0% | -15.6% |
| All | +67.6% | +91.9% | -24.3% | -15.6% |
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