+147.8%
ADI vs BAM
+81.2%
+66.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | +9.5% | -2.7% | +12.1% | +10.8% |
| 30D | -1.4% | +15.5% | -16.9% | -7.7% |
| 3M | +4.7% | -6.9% | +11.6% | +7.7% |
| 6M | -7.4% | +9.9% | -17.3% | -12.5% |
| YTD | +48.1% | +1.4% | +46.7% | +44.4% |
| 1Y | +69.6% | +3.3% | +66.4% | +63.9% |
| 3Y | +144.4% | +83.6% | +60.7% | +85.2% |
| All | +147.8% | +81.2% | +66.5% | +86.1% |
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 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