-14.0%
ADM vs BAM
+90.5%
-104.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.4% |
| 7D | -7.8% | +5.3% | -13.1% | -8.3% |
| 30D | -12.6% | +18.1% | -30.7% | -14.1% |
| 3M | -8.2% | +4.2% | -12.5% | -8.7% |
| 6M | -8.9% | +11.1% | -20.0% | -10.1% |
| YTD | +24.0% | +6.6% | +17.4% | +22.8% |
| 1Y | +26.2% | +6.2% | +19.9% | +24.8% |
| 3Y | +7.0% | +95.0% | -88.0% | -9.2% |
| All | -14.0% | +90.5% | -104.6% | -26.5% |
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