+24.5%
ALAB vs BAM
+4.2%
+20.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.2% | -10.6% | -6.0% |
| 7D | -24.9% | +14.2% | -39.1% | -28.0% |
| 30D | -38.4% | +21.0% | -59.4% | -42.5% |
| 3M | -38.3% | +5.2% | -43.5% | -38.9% |
| 6M | +10.9% | +16.0% | -5.0% | +4.1% |
| YTD | +34.2% | +6.5% | +27.7% | +26.3% |
| 1Y | +24.5% | +4.4% | +20.1% | +18.7% |
| All | +24.5% | +4.2% | +20.3% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling