+13.4%
AGG vs BAM
+57.7%
-44.3%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.1% |
| 7D | +0.1% | -1.6% | +1.7% | +0.2% |
| 30D | -0.4% | -6.0% | +5.6% | -0.1% |
| 3M | -0.3% | +7.3% | -7.6% | -0.7% |
| 6M | -1.2% | +8.2% | -9.4% | -1.7% |
| YTD | -0.4% | -3.8% | +3.5% | -0.4% |
| 1Y | +0.4% | -10.7% | +11.1% | +0.7% |
| 3Y | +13.4% | +55.3% | -41.9% | +5.9% |
| All | +13.4% | +57.7% | -44.3% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling