+70.5%
ALLY vs BAM
+90.5%
-20.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | -0.4% |
| 7D | -0.2% | +5.3% | -5.5% | -3.2% |
| 30D | +3.4% | +18.1% | -14.6% | -6.4% |
| 3M | -11.1% | +4.2% | -15.3% | -13.7% |
| 6M | -11.5% | +11.1% | -22.6% | -17.5% |
| YTD | -12.3% | +6.6% | -18.9% | -16.8% |
| 1Y | +1.1% | +6.2% | -5.1% | -4.0% |
| 3Y | +64.8% | +95.0% | -30.2% | +7.1% |
| All | +70.5% | +90.5% | -20.0% | +10.3% |
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