-41.0%
ALHC vs BAM
+88.1%
-129.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.8% |
| 7D | +3.8% | +5.0% | -1.2% | +2.8% |
| 30D | +1.7% | +16.6% | -14.9% | -1.7% |
| 3M | -44.3% | +2.2% | -46.6% | -44.7% |
| 6M | -57.2% | +9.7% | -66.9% | -58.4% |
| YTD | -61.2% | +5.2% | -66.4% | -62.0% |
| 1Y | -53.2% | +3.9% | -57.1% | -54.2% |
| 3Y | +27.8% | +91.5% | -63.7% | +3.4% |
| All | -41.0% | +88.1% | -129.2% | -51.7% |
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