+25.7%
ADSK vs BAM
+84.8%
-59.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.7% |
| 7D | -3.7% | -2.9% | -0.9% | -2.5% |
| 30D | +11.3% | +14.7% | -3.4% | +4.7% |
| 3M | +3.3% | -4.1% | +7.5% | +5.1% |
| 6M | +10.1% | +9.6% | +0.6% | +4.9% |
| YTD | -12.2% | +3.4% | -15.6% | -14.4% |
| 1Y | -13.9% | +1.0% | -14.9% | -15.4% |
| 3Y | +23.5% | +88.2% | -64.7% | -9.1% |
| All | +25.7% | +84.8% | -59.2% | -8.2% |
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