+48.7%
AG vs BAM
+80.8%
-32.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.2% | -3.1% | -4.2% |
| 7D | -6.0% | -2.0% | -4.0% | -5.0% |
| 30D | -14.3% | +13.7% | -28.0% | -19.5% |
| 3M | -26.9% | -4.8% | -22.2% | -25.2% |
| 6M | -42.1% | +7.6% | -49.7% | -44.1% |
| YTD | -15.9% | +1.2% | -17.0% | -17.0% |
| 1Y | +11.5% | -2.3% | +13.8% | +11.8% |
| 3Y | +208.0% | +84.1% | +123.9% | +136.1% |
| All | +48.7% | +80.8% | -32.1% | +15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling