+27.0%
ADP vs BAM
+81.2%
-54.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | +2.2% | -2.7% | +4.9% | +2.8% |
| 30D | +10.6% | +15.5% | -4.9% | +6.7% |
| 3M | +12.9% | -6.9% | +19.8% | +14.5% |
| 6M | +50.6% | +9.9% | +40.8% | +46.5% |
| YTD | +23.2% | +1.4% | +21.8% | +21.9% |
| 1Y | +25.3% | +3.3% | +22.0% | +23.2% |
| 3Y | +47.1% | +83.6% | -36.5% | +24.1% |
| All | +27.0% | +81.2% | -54.3% | +5.9% |
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