+120.4%
AS vs BAM
+39.2%
+81.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.2% |
| 7D | -4.9% | -2.0% | -2.9% | -3.6% |
| 30D | -19.6% | -2.9% | -16.7% | -18.5% |
| 3M | -14.4% | +9.4% | -23.8% | -20.1% |
| 6M | -20.1% | +10.8% | -30.9% | -26.2% |
| YTD | -20.9% | -0.4% | -20.5% | -22.1% |
| 1Y | -21.9% | -10.9% | -11.0% | -17.4% |
| All | +120.4% | +39.2% | +81.1% | +75.2% |
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