+196.2%
AGI vs BAM
+80.8%
+115.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.0% | -3.5% |
| 7D | -7.5% | -2.0% | -5.5% | -6.9% |
| 30D | -9.9% | +13.7% | -23.5% | -13.2% |
| 3M | -14.2% | -4.8% | -9.4% | -13.1% |
| 6M | -35.2% | +7.6% | -42.8% | -36.6% |
| YTD | -25.2% | +1.2% | -26.4% | -26.2% |
| 1Y | -14.3% | -2.3% | -12.1% | -14.8% |
| 3Y | +127.7% | +84.1% | +43.6% | +87.4% |
| All | +196.2% | +80.8% | +115.4% | +143.8% |
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