+2.1%
AR vs BAM
+86.2%
-84.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.1% |
| 7D | -14.3% | +9.7% | -24.0% | -16.8% |
| 30D | +1.4% | +19.0% | -17.6% | -4.1% |
| 3M | +3.4% | +0.6% | +2.8% | +2.8% |
| 6M | -2.1% | +11.1% | -13.1% | -6.5% |
| YTD | +4.7% | +4.2% | +0.5% | +1.4% |
| 1Y | +10.6% | +3.3% | +7.2% | +7.3% |
| 3Y | +24.6% | +88.8% | -64.2% | -6.4% |
| All | +2.1% | +86.2% | -84.2% | -25.4% |
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 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