+92.8%
ACWI vs BAM
+78.0%
+14.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +0.5% | -2.0% | +2.5% | +1.1% |
| 30D | +0.9% | -2.9% | +3.8% | +1.6% |
| 3M | +2.4% | +9.4% | -7.0% | -0.8% |
| 6M | +12.4% | +10.8% | +1.6% | +8.2% |
| YTD | +15.2% | -0.4% | +15.6% | +14.2% |
| 1Y | +22.7% | -10.9% | +33.6% | +25.8% |
| 3Y | +75.8% | +61.3% | +14.5% | +47.9% |
| All | +92.8% | +78.0% | +14.9% | +56.9% |
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