+6.2%
APD vs BAM
+78.0%
-71.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -2.2% | -2.0% | -0.2% | -1.8% |
| 30D | +2.1% | -2.9% | +5.0% | +2.7% |
| 3M | +7.2% | +9.4% | -2.2% | +4.9% |
| 6M | +11.2% | +10.8% | +0.5% | +8.1% |
| YTD | +24.4% | -0.4% | +24.8% | +23.7% |
| 1Y | +6.7% | -10.9% | +17.5% | +8.9% |
| 3Y | +9.2% | +61.3% | -52.0% | -6.1% |
| All | +6.2% | +78.0% | -71.8% | -11.0% |
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