+281.6%
APH vs BAM
+86.2%
+195.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.8% |
| 7D | -5.9% | +9.7% | -15.7% | -9.5% |
| 30D | -14.8% | +19.0% | -33.8% | -20.8% |
| 3M | -12.4% | +0.6% | -13.0% | -13.1% |
| 6M | +8.1% | +11.1% | -3.0% | +2.4% |
| YTD | +10.9% | +4.2% | +6.8% | +7.3% |
| 1Y | +8.8% | +3.3% | +5.4% | +5.5% |
| 3Y | +262.1% | +88.8% | +173.3% | +186.3% |
| All | +281.6% | +86.2% | +195.4% | +198.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling