+4.2%
ADM vs BAM
+78.0%
-73.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +3.8% | -2.0% | +5.7% | +4.0% |
| 30D | +9.8% | -2.9% | +12.7% | +10.0% |
| 3M | +2.1% | +9.4% | -7.3% | +0.8% |
| 6M | +27.5% | +10.8% | +16.8% | +25.3% |
| YTD | +50.2% | -0.4% | +50.7% | +49.8% |
| 1Y | +40.6% | -10.9% | +51.5% | +42.5% |
| 3Y | +17.2% | +61.3% | -44.0% | +2.6% |
| All | +4.2% | +78.0% | -73.8% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling