+33.8%
AG vs BAM
+5.0%
+28.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.3% | +2.4% | +3.1% |
| 7D | +10.8% | +5.3% | +5.6% | +7.3% |
| 30D | -8.2% | +18.1% | -26.3% | -17.9% |
| 3M | -13.7% | +4.2% | -17.9% | -16.5% |
| 6M | -27.3% | +11.1% | -38.4% | -32.8% |
| YTD | -4.6% | +6.6% | -11.2% | -9.5% |
| All | +33.8% | +5.0% | +28.8% | +27.5% |
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