+599.9%
ALM vs BAM
+81.2%
+518.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.2% | +7.5% | +7.6% |
| 7D | +1.2% | -2.7% | +3.9% | +2.4% |
| 30D | -19.3% | +15.5% | -34.8% | -23.4% |
| 3M | -40.6% | -6.9% | -33.8% | -39.3% |
| 6M | -57.9% | +9.9% | -67.8% | -59.6% |
| YTD | -6.7% | +1.4% | -8.1% | -8.8% |
| 1Y | +20.2% | +3.3% | +16.9% | +16.6% |
| 3Y | +879.4% | +83.6% | +795.8% | +707.3% |
| All | +599.9% | +81.2% | +518.6% | +476.2% |
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