+372.7%
AFRM vs BAM
+86.2%
+286.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -3.4% |
| 7D | -7.3% | +9.7% | -17.0% | -17.6% |
| 30D | -9.6% | +19.0% | -28.5% | -27.2% |
| 3M | -11.1% | +0.6% | -11.6% | -12.1% |
| 6M | +3.9% | +11.1% | -7.2% | -10.2% |
| YTD | -8.5% | +4.2% | -12.7% | -14.9% |
| 1Y | +3.3% | +3.3% | -0.1% | -2.9% |
| 3Y | +213.7% | +88.8% | +125.0% | +31.7% |
| All | +372.7% | +86.2% | +286.4% | +99.5% |
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 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