+174.6%
ARM vs BAM
+66.9%
+107.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.0% |
| 7D | -15.2% | +9.7% | -24.9% | -22.0% |
| 30D | -40.7% | +19.0% | -59.7% | -49.3% |
| 3M | -39.1% | +0.6% | -39.6% | -40.1% |
| 6M | -26.4% | +11.1% | -37.5% | -34.3% |
| YTD | +59.7% | +4.2% | +55.6% | +49.6% |
| 1Y | +10.3% | +3.3% | +7.0% | +4.0% |
| 3Y | +228.9% | +88.8% | +140.1% | +67.4% |
| All | +174.6% | +66.9% | +107.7% | +56.1% |
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