+647.1%
ALM vs BAM
+90.5%
+556.6%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.3% | +5.7% | +7.2% |
| 7D | +0.7% | +5.3% | -4.5% | -1.0% |
| 30D | -26.1% | +18.1% | -44.2% | -30.4% |
| 3M | -38.1% | +4.2% | -42.3% | -39.5% |
| 6M | -55.4% | +11.1% | -66.5% | -57.4% |
| YTD | -0.4% | +6.6% | -7.0% | -4.5% |
| 1Y | +25.4% | +6.2% | +19.1% | +20.1% |
| 3Y | +907.8% | +95.0% | +812.7% | +712.5% |
| All | +647.1% | +90.5% | +556.6% | +503.5% |
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 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