+24.3%
ADP vs BAM
+86.2%
-62.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.1% |
| 3M | +11.6% | +0.6% | +11.1% | +11.2% |
| 6M | +48.5% | +11.1% | +37.4% | +44.1% |
| YTD | +20.6% | +4.2% | +16.4% | +18.6% |
| 1Y | +23.7% | +3.3% | +20.4% | +21.7% |
| 3Y | +47.8% | +88.8% | -41.0% | +23.9% |
| All | +24.3% | +86.2% | -62.0% | +3.0% |
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