+2.1%
ALC vs BAM
+78.0%
-75.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | -2.1% | -2.0% | -0.1% | -1.5% |
| 30D | -0.1% | -2.9% | +2.8% | +0.7% |
| 3M | +5.9% | +9.4% | -3.5% | +2.7% |
| 6M | -15.9% | +10.8% | -26.7% | -19.0% |
| YTD | -10.1% | -0.4% | -9.7% | -10.8% |
| 1Y | -10.2% | -10.9% | +0.6% | -8.0% |
| 3Y | -13.6% | +61.3% | -74.8% | -27.6% |
| All | +2.1% | +78.0% | -75.8% | -17.2% |
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