+593.1%
ALM vs BAM
+88.1%
+504.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.3% | -6.0% | -6.8% |
| 7D | -6.3% | +5.0% | -11.3% | -7.8% |
| 30D | -31.4% | +16.6% | -48.0% | -35.1% |
| 3M | -40.6% | +2.2% | -42.8% | -41.4% |
| 6M | -58.6% | +9.7% | -68.3% | -60.3% |
| YTD | -7.6% | +5.2% | -12.8% | -11.0% |
| 1Y | +13.8% | +3.9% | +9.9% | +10.0% |
| 3Y | +842.1% | +91.5% | +750.6% | +664.6% |
| All | +593.1% | +88.1% | +504.9% | +462.6% |
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 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