+553.6%
AU vs BAM
+78.0%
+475.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -3.6% | -2.0% | -1.7% | -3.0% |
| 30D | +23.9% | -2.9% | +26.8% | +24.8% |
| 3M | +19.1% | +9.4% | +9.7% | +15.6% |
| 6M | -0.2% | +10.8% | -10.9% | -3.2% |
| YTD | +32.5% | -0.4% | +32.9% | +31.3% |
| 1Y | +96.9% | -10.9% | +107.8% | +100.3% |
| 3Y | +614.7% | +61.3% | +553.5% | +479.4% |
| All | +553.6% | +78.0% | +475.6% | +421.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling