+85.9%
ARMK vs BAM
+81.2%
+4.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +2.7% | -2.7% | +5.3% | +3.5% |
| 30D | -1.5% | +15.5% | -17.0% | -6.1% |
| 3M | -11.6% | -6.9% | -4.7% | -9.8% |
| 6M | +6.7% | +9.9% | -3.1% | +2.9% |
| YTD | +47.4% | +1.4% | +46.0% | +45.2% |
| 1Y | +41.5% | +3.3% | +38.2% | +38.3% |
| 3Y | +95.5% | +83.6% | +11.9% | +60.7% |
| All | +85.9% | +81.2% | +4.7% | +52.2% |
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