-63.6%
ALB vs BAM
+88.1%
-151.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -3.0% | -3.5% |
| 7D | +5.3% | +5.0% | +0.3% | +2.2% |
| 30D | -6.3% | +16.6% | -22.8% | -14.8% |
| 3M | -27.4% | +2.2% | -29.6% | -29.0% |
| 6M | -53.1% | +9.7% | -62.7% | -56.3% |
| YTD | -32.3% | +5.2% | -37.6% | -36.3% |
| 1Y | -7.3% | +3.9% | -11.2% | -12.4% |
| 3Y | -14.9% | +91.5% | -106.5% | -48.5% |
| All | -63.6% | +88.1% | -151.7% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling