+66.7%
ALLY vs BAM
+88.1%
-21.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -1.5% |
| 7D | -0.7% | +5.0% | -5.6% | -3.5% |
| 30D | +1.1% | +16.6% | -15.4% | -7.8% |
| 3M | -13.2% | +2.2% | -15.4% | -14.7% |
| 6M | -13.5% | +9.7% | -23.1% | -18.8% |
| YTD | -14.3% | +5.2% | -19.5% | -18.1% |
| 1Y | -1.1% | +3.9% | -5.1% | -4.9% |
| 3Y | +62.0% | +91.5% | -29.5% | +6.4% |
| All | +66.7% | +88.1% | -21.4% | +8.7% |
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