+249.6%
ALAB vs BAM
+46.1%
+203.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.3% | +11.4% | +12.1% |
| 7D | -5.6% | +5.3% | -10.8% | -8.6% |
| 30D | -36.6% | +18.1% | -54.7% | -44.2% |
| 3M | -35.1% | +4.2% | -39.3% | -37.5% |
| 6M | +8.5% | +11.1% | -2.5% | -1.9% |
| YTD | +30.4% | +6.6% | +23.8% | +20.2% |
| 1Y | +31.0% | +6.2% | +24.8% | +21.2% |
| All | +249.6% | +46.1% | +203.6% | +138.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling