+5.3%
ADSK vs BAM
+78.0%
-72.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.6% | -8.9% | -8.5% |
| 7D | -16.4% | -2.0% | -14.4% | -15.7% |
| 30D | -9.2% | -2.9% | -6.3% | -8.1% |
| 3M | -6.7% | +9.4% | -16.1% | -10.8% |
| 6M | -15.5% | +10.8% | -26.3% | -19.9% |
| YTD | -26.4% | -0.4% | -25.9% | -27.0% |
| 1Y | -31.9% | -10.9% | -21.0% | -29.2% |
| 3Y | -1.0% | +61.3% | -62.2% | -22.5% |
| All | +5.3% | +78.0% | -72.7% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling