+126.1%
ADI vs BAM
+71.9%
+54.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.8% |
| 7D | +2.4% | -1.6% | +4.0% | +3.1% |
| 30D | -6.6% | -6.0% | -0.6% | -4.2% |
| 3M | -9.8% | +7.3% | -17.1% | -13.3% |
| 6M | +15.7% | +8.2% | +7.5% | +10.0% |
| YTD | +35.1% | -3.8% | +39.0% | +35.3% |
| 1Y | +47.7% | -10.7% | +58.4% | +53.0% |
| 3Y | +114.5% | +55.3% | +59.1% | +72.0% |
| All | +126.1% | +71.9% | +54.2% | +74.3% |
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