+2.5%
ALC vs BAM
+85.9%
-83.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | +4.9% | +9.7% | -4.8% | +1.6% |
| 30D | +19.0% | +19.0% | 0.0% | +12.2% |
| 3M | +7.8% | +0.6% | +7.2% | +7.2% |
| 6M | +14.6% | +11.1% | +3.5% | +9.9% |
| YTD | -4.4% | +4.2% | -8.6% | -6.8% |
| 1Y | +1.4% | +3.3% | -1.9% | -1.0% |
| 3Y | +2.5% | +88.8% | -86.2% | -21.9% |
| All | +2.5% | +85.9% | -83.4% | -21.9% |
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