-62.5%
APTV vs BAM
+84.8%
-147.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.4% |
| 7D | -8.9% | -2.9% | -6.0% | -7.6% |
| 30D | -9.5% | +14.7% | -24.2% | -15.2% |
| 3M | -20.6% | -4.1% | -16.4% | -19.2% |
| 6M | -28.9% | +9.6% | -38.5% | -32.6% |
| YTD | -48.2% | +3.4% | -51.6% | -49.8% |
| 1Y | -51.7% | +1.0% | -52.7% | -52.7% |
| 3Y | -48.1% | +88.2% | -136.3% | -63.2% |
| All | -62.5% | +84.8% | -147.4% | -73.6% |
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