-25.1%
ALNY vs BAM
+81.2%
-106.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.1% | +5.3% |
| 7D | +5.8% | -2.7% | +8.5% | +6.5% |
| 30D | -26.5% | +15.5% | -42.0% | -29.3% |
| 3M | -27.3% | -6.9% | -20.5% | -26.3% |
| 6M | -43.4% | +9.9% | -53.3% | -45.0% |
| YTD | -58.5% | +1.4% | -59.9% | -59.2% |
| 1Y | -63.6% | +3.3% | -66.9% | -64.5% |
| 3Y | 0.0% | +83.6% | -83.6% | -18.7% |
| All | -25.1% | +81.2% | -106.3% | -39.5% |
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