+22.3%
ADP vs BAM
+5.0%
+17.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.9% |
| 7D | +1.1% | +5.3% | -4.2% | -0.1% |
| 30D | +11.5% | +18.1% | -6.6% | +7.4% |
| 3M | +12.0% | +4.2% | +7.8% | +10.6% |
| 6M | +43.8% | +11.1% | +32.7% | +40.1% |
| YTD | +20.1% | +6.6% | +13.5% | +18.5% |
| All | +22.3% | +5.0% | +17.3% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling