+154.8%
ADI vs BAM
+80.8%
+74.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +1.0% |
| 7D | +13.4% | -2.0% | +15.4% | +14.4% |
| 30D | -1.3% | +13.7% | -15.0% | -7.0% |
| 3M | +6.8% | -4.8% | +11.5% | +8.7% |
| 6M | -1.9% | +7.6% | -9.5% | -6.3% |
| YTD | +52.3% | +1.2% | +51.1% | +48.7% |
| 1Y | +71.6% | -2.3% | +73.9% | +70.4% |
| 3Y | +148.9% | +84.1% | +64.8% | +88.5% |
| All | +154.8% | +80.8% | +74.0% | +91.6% |
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