+47.8%
ADP vs BAM
+85.9%
-38.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.5% |
| 7D | +3.2% | +9.7% | -6.5% | +0.9% |
| 30D | +14.9% | +19.0% | -4.1% | +10.2% |
| 3M | +11.6% | +0.6% | +11.1% | +11.2% |
| 6M | +48.5% | +11.1% | +37.4% | +44.2% |
| YTD | +20.6% | +4.2% | +16.4% | +18.7% |
| 1Y | +23.7% | +3.3% | +20.4% | +21.8% |
| 3Y | +47.8% | +88.8% | -41.0% | +31.4% |
| All | +47.8% | +85.9% | -38.1% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling