+1,396.0%
ALM vs BAM
+78.0%
+1,318.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +32.6% |
| 3M | -15.0% | +9.4% | -24.4% | -18.3% |
| 6M | -10.1% | +10.8% | -20.9% | -13.8% |
| YTD | +99.4% | -0.4% | +99.9% | +96.1% |
| 1Y | +316.4% | -10.9% | +327.2% | +324.6% |
| 3Y | +2,022.0% | +61.3% | +1,960.7% | +1,718.4% |
| All | +1,396.0% | +78.0% | +1,318.0% | +1,139.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling