+400.4%
ALAB vs BAM
+36.4%
+364.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.6% | +9.1% | +9.3% |
| 7D | +7.2% | -2.0% | +9.2% | +9.0% |
| 30D | -2.5% | -2.9% | +0.4% | -0.8% |
| 3M | -13.3% | +9.4% | -22.7% | -20.1% |
| 6M | +172.8% | +10.8% | +162.1% | +145.4% |
| YTD | +86.6% | -0.4% | +87.0% | +81.4% |
| 1Y | +65.2% | -10.9% | +76.0% | +77.9% |
| All | +400.4% | +36.4% | +364.0% | +259.0% |
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 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