+214.2%
ARM vs BAM
+62.0%
+152.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | 0.0% |
| 7D | +19.8% | -2.0% | +21.8% | +21.7% |
| 30D | -21.8% | +13.7% | -35.4% | -30.5% |
| 3M | -26.5% | -4.8% | -21.8% | -24.3% |
| 6M | -3.9% | +7.6% | -11.5% | -11.9% |
| YTD | +82.8% | +1.2% | +81.6% | +75.2% |
| 1Y | +34.3% | -2.3% | +36.6% | +32.8% |
| 3Y | +282.2% | +84.1% | +198.1% | +98.4% |
| All | +214.2% | +62.0% | +152.1% | +82.7% |
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