+280.5%
AGI vs BAM
+78.0%
+202.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 7D | +0.6% | -2.0% | +2.6% | +1.2% |
| 30D | +18.2% | -2.9% | +21.2% | +19.1% |
| 3M | -4.1% | +9.4% | -13.5% | -6.5% |
| 6M | -28.7% | +10.8% | -39.5% | -30.6% |
| YTD | -4.0% | -0.4% | -3.5% | -4.7% |
| 1Y | +17.4% | -10.9% | +28.3% | +19.0% |
| 3Y | +203.0% | +61.3% | +141.8% | +155.2% |
| All | +280.5% | +78.0% | +202.5% | +214.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling