-18.8%
ALK vs BAM
+81.2%
-100.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -1.2% | -2.7% | +1.5% | +0.8% |
| 30D | +7.7% | +15.5% | -7.8% | -2.0% |
| 3M | -19.0% | -6.9% | -12.1% | -14.8% |
| 6M | -0.2% | +9.9% | -10.1% | -5.9% |
| YTD | -23.5% | +1.4% | -24.9% | -24.3% |
| 1Y | -9.1% | +3.3% | -12.4% | -10.9% |
| 3Y | +12.0% | +83.6% | -71.6% | -16.9% |
| All | -18.8% | +81.2% | -100.1% | -40.9% |
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