-12.9%
ALB vs BAM
+85.9%
-98.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | +9.1% | +9.7% | -0.7% | +3.0% |
| 30D | -3.4% | +19.0% | -22.4% | -13.4% |
| 3M | -20.6% | +0.6% | -21.2% | -21.6% |
| 6M | -48.2% | +11.1% | -59.2% | -52.2% |
| YTD | -29.2% | +4.2% | -33.4% | -33.1% |
| 1Y | +10.0% | +3.3% | +6.7% | +4.1% |
| 3Y | -12.9% | +88.8% | -101.7% | -60.4% |
| All | -12.9% | +85.9% | -98.8% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling