+2,143.2%
APP vs BAM
+78.0%
+2,065.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.7% |
| 7D | +0.9% | -2.0% | +2.9% | +2.4% |
| 30D | -23.3% | -2.9% | -20.4% | -22.1% |
| 3M | -42.6% | +9.4% | -52.0% | -47.6% |
| 6M | -33.6% | +10.8% | -44.4% | -40.1% |
| YTD | -52.4% | -0.4% | -52.0% | -53.4% |
| 1Y | -35.9% | -10.9% | -25.0% | -31.4% |
| 3Y | +642.2% | +61.3% | +581.0% | +400.5% |
| All | +2,143.2% | +78.0% | +2,065.3% | +1,294.5% |
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