+27.2%
APA vs BAM
+85.9%
-58.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.5% |
| 7D | -15.5% | +9.7% | -25.2% | -17.3% |
| 30D | +2.4% | +19.0% | -16.6% | -1.8% |
| 3M | +22.8% | +0.6% | +22.2% | +22.3% |
| 6M | +17.9% | +11.1% | +6.9% | +13.4% |
| YTD | +87.7% | +4.2% | +83.5% | +83.7% |
| 1Y | +94.2% | +3.3% | +90.9% | +90.1% |
| 3Y | +27.2% | +88.8% | -61.5% | -7.4% |
| All | +27.2% | +85.9% | -58.7% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling