-13.9%
ADM vs BAM
+86.2%
-100.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -9.0% | +9.7% | -18.7% | -9.9% |
| 30D | -14.0% | +19.0% | -33.0% | -15.5% |
| 3M | -9.2% | +0.6% | -9.7% | -9.3% |
| 6M | -9.2% | +11.1% | -20.2% | -10.5% |
| YTD | +24.2% | +4.2% | +20.0% | +23.3% |
| 1Y | +27.0% | +3.3% | +23.6% | +26.0% |
| 3Y | +6.6% | +88.8% | -82.2% | -9.1% |
| All | -13.9% | +86.2% | -100.1% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling