+257.6%
ALAB vs BAM
+38.9%
+218.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.8% |
| 7D | +16.3% | -2.7% | +19.0% | +18.6% |
| 30D | -26.1% | +15.5% | -41.6% | -34.2% |
| 3M | -31.3% | -6.9% | -24.4% | -27.9% |
| 6M | -1.0% | +9.9% | -10.9% | -10.3% |
| YTD | +33.3% | +1.4% | +32.0% | +27.2% |
| 1Y | +53.5% | +3.3% | +50.3% | +43.7% |
| All | +257.6% | +38.9% | +218.7% | +151.8% |
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 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