+4.6%
APA vs BAM
+78.0%
-73.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | +0.5% | -2.0% | +2.5% | +1.0% |
| 30D | +23.4% | -2.9% | +26.3% | +24.1% |
| 3M | +12.7% | +9.4% | +3.3% | +8.7% |
| 6M | +39.4% | +10.8% | +28.7% | +32.4% |
| YTD | +79.0% | -0.4% | +79.4% | +76.4% |
| 1Y | +88.8% | -10.9% | +99.7% | +94.9% |
| 3Y | +6.4% | +61.3% | -54.9% | -15.2% |
| All | +4.6% | +78.0% | -73.4% | -20.2% |
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 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