-42.4%
ALHC vs BAM
+80.8%
-123.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.0% |
| 7D | -0.8% | -2.0% | +1.2% | -0.4% |
| 30D | -9.6% | +13.7% | -23.3% | -12.1% |
| 3M | -44.5% | -4.8% | -39.8% | -44.0% |
| 6M | -59.2% | +7.6% | -66.8% | -60.2% |
| YTD | -62.0% | +1.2% | -63.2% | -62.5% |
| 1Y | -54.8% | -2.3% | -52.6% | -55.1% |
| 3Y | +25.0% | +84.1% | -59.1% | +2.0% |
| All | -42.4% | +80.8% | -123.2% | -52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling