-15.8%
AA vs BAM
+86.2%
-102.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.3% |
| 7D | +0.9% | +9.7% | -8.8% | -4.9% |
| 30D | -6.7% | +19.0% | -25.7% | -16.8% |
| 3M | -16.3% | +0.6% | -16.9% | -17.2% |
| 6M | -37.1% | +11.1% | -48.2% | -42.2% |
| YTD | -25.0% | +4.2% | -29.2% | -28.9% |
| 1Y | +8.6% | +3.3% | +5.2% | +3.5% |
| 3Y | +57.2% | +88.8% | -31.5% | -11.4% |
| All | -15.8% | +86.2% | -102.1% | -52.8% |
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 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