+33.4%
AG vs BAM
+4.2%
+29.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +6.2% | +2.9% | +5.0% |
| 7D | -2.6% | +14.2% | -16.8% | -10.8% |
| 30D | -12.1% | +21.0% | -33.1% | -22.6% |
| 3M | -6.6% | +5.2% | -11.8% | -10.3% |
| 6M | -20.5% | +16.0% | -36.4% | -28.4% |
| YTD | -7.4% | +6.5% | -13.9% | -12.2% |
| 1Y | +33.4% | +4.4% | +29.0% | +28.4% |
| All | +33.4% | +4.2% | +29.2% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling