-17.9%
ALK vs BAM
+86.2%
-104.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | 0.0% |
| 7D | +9.0% | +9.7% | -0.7% | +2.6% |
| 30D | -1.6% | +19.0% | -20.6% | -12.4% |
| 3M | -23.2% | +0.6% | -23.7% | -23.4% |
| 6M | -3.9% | +11.1% | -15.0% | -10.2% |
| YTD | -22.6% | +4.2% | -26.8% | -24.9% |
| 1Y | -5.3% | +3.3% | -8.7% | -7.7% |
| 3Y | +18.6% | +88.8% | -70.2% | -13.9% |
| All | -17.9% | +86.2% | -104.1% | -41.4% |
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