+2,654.9%
APP vs BAM
+80.8%
+2,574.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.6% | -1.0% |
| 7D | +10.6% | -2.0% | +12.6% | +12.4% |
| 30D | +44.6% | +13.7% | +30.9% | +29.3% |
| 3M | +29.6% | -4.8% | +34.4% | +33.2% |
| 6M | -19.8% | +7.6% | -27.4% | -26.4% |
| YTD | -41.6% | +1.2% | -42.7% | -44.1% |
| 1Y | -32.7% | -2.3% | -30.4% | -33.6% |
| 3Y | +799.0% | +84.1% | +714.9% | +442.6% |
| All | +2,654.9% | +80.8% | +2,574.1% | +1,574.2% |
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