-1.6%
ALK vs BAM
+5.0%
-6.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.3% | +4.8% | +4.9% |
| 7D | +8.9% | +5.3% | +3.6% | +4.1% |
| 30D | +5.9% | +18.1% | -12.1% | -8.5% |
| 3M | -16.5% | +4.2% | -20.8% | -19.7% |
| 6M | +2.1% | +11.1% | -9.0% | -7.4% |
| YTD | -17.1% | +6.6% | -23.7% | -24.3% |
| All | -1.6% | +5.0% | -6.6% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling