+25.6%
AR vs BAM
+84.2%
-58.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -2.0% |
| 7D | -11.7% | +7.9% | -19.6% | -13.7% |
| 30D | +1.8% | +16.0% | -14.2% | -2.6% |
| 3M | +6.0% | +0.6% | +5.3% | +5.4% |
| 6M | -7.0% | +10.5% | -17.5% | -10.9% |
| YTD | +5.6% | +3.2% | +2.4% | +3.0% |
| 1Y | +10.8% | +1.0% | +9.8% | +9.1% |
| All | +25.6% | +84.2% | -58.6% | -12.6% |
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 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