-56.5%
APTV vs BAM
+71.9%
-128.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.4% | -1.2% | -3.0% |
| 7D | +2.0% | -1.6% | +3.6% | +2.8% |
| 30D | -7.7% | -6.0% | -1.7% | -5.2% |
| 3M | -34.0% | +7.3% | -41.3% | -36.7% |
| 6M | -37.1% | +8.2% | -45.3% | -40.1% |
| YTD | -39.9% | -3.8% | -36.1% | -39.6% |
| 1Y | -44.4% | -10.7% | -33.7% | -42.4% |
| 3Y | -54.5% | +55.3% | -109.8% | -64.6% |
| All | -56.5% | +71.9% | -128.4% | -68.3% |
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