+1,993.5%
ALM vs BAM
+61.4%
+1,932.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -2.6% | -2.0% | -0.6% | -1.9% |
| 30D | +32.0% | -2.9% | +34.9% | +32.5% |
| 3M | -15.0% | +9.4% | -24.4% | -18.5% |
| 6M | -10.1% | +10.8% | -20.9% | -14.0% |
| YTD | +99.4% | -0.4% | +99.9% | +95.5% |
| 1Y | +316.4% | -10.9% | +327.2% | +322.8% |
| All | +1,993.5% | +61.4% | +1,932.1% | +1,837.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling