+351.8%
AFRM vs BAM
+81.2%
+270.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.4% |
| 7D | -4.4% | -2.7% | -1.7% | -1.3% |
| 30D | -7.7% | +15.5% | -23.2% | -23.2% |
| 3M | -16.9% | -6.9% | -10.0% | -9.8% |
| 6M | +2.5% | +9.9% | -7.4% | -10.2% |
| YTD | -12.5% | +1.4% | -13.9% | -16.1% |
| 1Y | -11.0% | +3.3% | -14.3% | -16.7% |
| 3Y | +184.6% | +83.6% | +100.9% | +23.4% |
| All | +351.8% | +81.2% | +270.6% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling