+229.9%
AFRM vs BAM
+61.4%
+168.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -3.4% |
| 7D | -7.0% | -2.0% | -5.0% | -4.5% |
| 30D | -7.8% | -2.9% | -4.9% | -4.3% |
| 3M | +5.3% | +9.4% | -4.1% | -6.7% |
| 6M | +42.6% | +10.8% | +31.9% | +24.6% |
| YTD | -2.8% | -0.4% | -2.4% | -3.9% |
| 1Y | -19.3% | -10.9% | -8.4% | -7.3% |
| All | +229.9% | +61.4% | +168.5% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling