+2,392.0%
APP vs BAM
+84.5%
+2,307.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.0% | +34.1% | +33.4% |
| 7D | +39.7% | +7.9% | +31.8% | +30.3% |
| 30D | +27.7% | +16.0% | +11.7% | +12.1% |
| 3M | -14.8% | +0.6% | -15.4% | -16.9% |
| 6M | -25.5% | +10.5% | -36.0% | -33.3% |
| YTD | -47.2% | +3.2% | -50.4% | -50.3% |
| 1Y | -42.3% | +1.0% | -43.3% | -44.7% |
| 3Y | +806.8% | +84.2% | +722.6% | +445.9% |
| All | +2,392.0% | +84.5% | +2,307.5% | +1,389.1% |
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