+2.6%
ADSK vs BAM
+66.2%
-63.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -2.5% | -6.6% | +4.1% | +0.5% |
| 30D | -14.9% | -12.4% | -2.4% | -9.7% |
| 3M | +3.3% | +2.4% | +1.0% | +1.8% |
| 6M | -15.7% | +7.9% | -23.6% | -19.2% |
| YTD | -28.2% | -7.0% | -21.2% | -26.6% |
| 1Y | -34.5% | -13.4% | -21.2% | -31.1% |
| 3Y | -2.9% | +46.9% | -49.8% | -20.9% |
| All | +2.6% | +66.2% | -63.6% | -21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling