+62.0%
ALLY vs BAM
+91.9%
-29.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -1.5% |
| 7D | -0.7% | +5.0% | -5.6% | -3.6% |
| 30D | +1.1% | +16.6% | -15.4% | -8.0% |
| 3M | -13.2% | +2.2% | -15.4% | -14.8% |
| 6M | -13.5% | +9.7% | -23.1% | -18.9% |
| YTD | -14.3% | +5.2% | -19.5% | -18.2% |
| 1Y | -1.1% | +3.9% | -5.1% | -5.1% |
| 3Y | +62.0% | +91.5% | -29.5% | -5.5% |
| All | +62.0% | +91.9% | -29.9% | -5.5% |
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