+322.9%
APH vs BAM
+78.0%
+244.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.6% |
| 7D | +5.0% | -2.0% | +6.9% | +5.7% |
| 30D | -3.9% | -2.9% | -1.0% | -3.0% |
| 3M | +13.0% | +9.4% | +3.6% | +8.1% |
| 6M | +25.2% | +10.8% | +14.4% | +18.8% |
| YTD | +22.9% | -0.4% | +23.4% | +21.4% |
| 1Y | +47.8% | -10.9% | +58.7% | +52.8% |
| 3Y | +283.0% | +61.3% | +221.8% | +217.5% |
| All | +322.9% | +78.0% | +244.9% | +238.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling