+4.1%
ALHC vs BAM
+78.0%
-73.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.2% |
| 7D | -0.6% | -2.0% | +1.4% | -0.2% |
| 30D | -1.0% | -2.9% | +1.9% | -0.7% |
| 3M | -10.2% | +9.4% | -19.5% | -12.5% |
| 6M | -28.3% | +10.8% | -39.0% | -30.6% |
| YTD | -31.4% | -0.4% | -31.0% | -32.2% |
| 1Y | -16.9% | -10.9% | -6.1% | -15.7% |
| 3Y | +135.5% | +61.3% | +74.2% | +97.0% |
| All | +4.1% | +78.0% | -73.9% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling