-28.9%
ALNY vs BAM
+80.8%
-109.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.5% |
| 7D | 0.0% | -2.0% | +2.0% | +0.4% |
| 30D | -30.0% | +13.7% | -43.7% | -32.4% |
| 3M | -30.1% | -4.8% | -25.3% | -29.4% |
| 6M | -46.4% | +7.6% | -54.0% | -47.7% |
| YTD | -60.6% | +1.2% | -61.8% | -61.2% |
| 1Y | -65.4% | -2.3% | -63.1% | -65.7% |
| 3Y | -3.2% | +84.1% | -87.3% | -21.4% |
| All | -28.9% | +80.8% | -109.7% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling