+61.1%
AG vs BAM
+86.2%
-25.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.4% |
| 7D | +6.3% | +9.7% | -3.4% | +1.6% |
| 30D | -8.9% | +19.0% | -27.9% | -16.4% |
| 3M | -12.2% | +0.6% | -12.8% | -12.7% |
| 6M | -28.3% | +11.1% | -39.4% | -32.0% |
| YTD | -8.8% | +4.2% | -13.0% | -11.5% |
| 1Y | +39.4% | +3.3% | +36.0% | +36.0% |
| 3Y | +229.4% | +88.8% | +140.7% | +148.7% |
| All | +61.1% | +86.2% | -25.1% | +22.7% |
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