-11.3%
ALK vs BAM
+78.0%
-89.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.1% |
| 7D | -0.7% | -2.0% | +1.3% | +0.6% |
| 30D | -19.2% | -2.9% | -16.3% | -17.7% |
| 3M | -1.5% | +9.4% | -10.9% | -7.2% |
| 6M | -13.1% | +10.8% | -23.8% | -18.3% |
| YTD | -16.4% | -0.4% | -16.0% | -16.5% |
| 1Y | -33.1% | -10.9% | -22.2% | -28.8% |
| 3Y | +0.6% | +61.3% | -60.6% | -22.0% |
| All | -11.3% | +78.0% | -89.3% | -34.9% |
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 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