+591.4%
ALM vs BAM
+86.2%
+505.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.8% |
| 7D | -6.7% | +9.7% | -16.4% | -9.7% |
| 30D | -32.9% | +19.0% | -51.9% | -37.0% |
| 3M | -39.5% | +0.6% | -40.0% | -40.1% |
| 6M | -62.0% | +11.1% | -73.1% | -63.7% |
| YTD | -7.8% | +4.2% | -12.0% | -11.0% |
| 1Y | +26.7% | +3.3% | +23.3% | +22.5% |
| 3Y | +825.4% | +88.8% | +736.6% | +654.0% |
| All | +591.4% | +86.2% | +505.1% | +462.8% |
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