-13.3%
AFRM vs BAM
+3.7%
-17.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -1.9% |
| 7D | -8.4% | +5.0% | -13.3% | -12.2% |
| 30D | -18.3% | +16.6% | -34.9% | -29.1% |
| 3M | -12.7% | +2.2% | -14.9% | -14.3% |
| 6M | +3.0% | +9.7% | -6.6% | -5.2% |
| YTD | -11.4% | +5.2% | -16.6% | -17.2% |
| 1Y | -13.3% | +3.9% | -17.2% | -17.8% |
| All | -13.3% | +3.7% | -17.0% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling