+22.7%
ALM vs BAM
+5.0%
+17.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.3% | +5.7% | +7.1% |
| 7D | +0.7% | +5.3% | -4.5% | -1.1% |
| 30D | -26.1% | +18.1% | -44.2% | -30.7% |
| 3M | -38.1% | +4.2% | -42.3% | -39.9% |
| 6M | -55.4% | +11.1% | -66.5% | -58.4% |
| YTD | -0.4% | +6.6% | -7.0% | -10.9% |
| All | +22.7% | +5.0% | +17.7% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling