+70.7%
AA vs BAM
+61.4%
+9.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.5% |
| 7D | -0.7% | -2.0% | +1.3% | +0.4% |
| 30D | +5.0% | -2.9% | +7.9% | +6.6% |
| 3M | -35.8% | +9.4% | -45.2% | -39.7% |
| 6M | -18.4% | +10.8% | -29.1% | -24.8% |
| YTD | -5.5% | -0.4% | -5.0% | -7.1% |
| 1Y | +61.0% | -10.9% | +71.8% | +71.1% |
| All | +70.7% | +61.4% | +9.3% | +3.8% |
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