-18.4%
ALK vs BAM
+84.5%
-102.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -1.1% |
| 7D | +7.1% | +7.9% | -0.9% | +1.8% |
| 30D | -3.0% | +16.0% | -19.0% | -12.1% |
| 3M | -25.6% | +0.6% | -26.3% | -25.9% |
| 6M | +0.5% | +10.5% | -10.0% | -5.7% |
| YTD | -23.1% | +3.2% | -26.3% | -24.9% |
| 1Y | -7.5% | +1.0% | -8.6% | -8.5% |
| 3Y | +15.3% | +84.2% | -68.9% | -15.2% |
| All | -18.4% | +84.5% | -102.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling