+108.0%
APH vs BAM
+78.0%
+30.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.7% | -46.0% | -47.0% |
| 7D | -48.7% | -1.9% | -46.8% | -47.9% |
| 30D | -51.9% | -2.9% | -49.0% | -51.1% |
| 3M | -43.6% | +9.4% | -52.9% | -45.6% |
| 6M | -37.5% | +10.8% | -48.3% | -40.2% |
| YTD | -38.6% | -0.4% | -38.2% | -38.9% |
| 1Y | -26.3% | -10.9% | -15.5% | -23.2% |
| 3Y | +89.2% | +61.3% | +28.0% | +58.1% |
| All | +108.0% | +78.0% | +30.1% | +67.7% |
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 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