+93.8%
BAM vs FIVN
-55.3%
+149.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.3% | +1.9% |
| 7D | +5.3% | -19.3% | +24.6% | +8.7% |
| 30D | +18.1% | -20.7% | +38.8% | +22.1% |
| 3M | +4.2% | -15.1% | +19.3% | +5.9% |
| 6M | +11.1% | +30.6% | -19.6% | +3.0% |
| YTD | +6.6% | +44.0% | -37.4% | -4.9% |
| 1Y | +6.2% | +45.5% | -39.3% | -5.6% |
| 3Y | +95.0% | -52.8% | +147.8% | +104.7% |
| All | +93.8% | -55.3% | +149.2% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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