+69.4%
ALLY vs BAM
+61.4%
+8.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.1% |
| 7D | +3.7% | -2.0% | +5.6% | +4.9% |
| 30D | -2.3% | -2.9% | +0.7% | -0.8% |
| 3M | +3.8% | +9.4% | -5.6% | -2.4% |
| 6M | +9.7% | +10.8% | -1.0% | +2.2% |
| YTD | -1.4% | -0.4% | -1.0% | -2.4% |
| 1Y | +8.2% | -10.9% | +19.1% | +14.6% |
| All | +69.4% | +61.4% | +8.0% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling