+275.1%
AGI vs BAM
+71.9%
+203.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.4% |
| 7D | +4.4% | -1.6% | +6.0% | +4.9% |
| 30D | +10.0% | -6.0% | +15.9% | +11.8% |
| 3M | +1.7% | +7.3% | -5.6% | -0.3% |
| 6M | -26.8% | +8.2% | -35.0% | -28.2% |
| YTD | -5.3% | -3.8% | -1.5% | -5.1% |
| 1Y | +11.5% | -10.7% | +22.2% | +13.2% |
| 3Y | +212.9% | +55.3% | +157.6% | +166.2% |
| All | +275.1% | +71.9% | +203.2% | +213.4% |
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 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