+16.1%
F vs BAM
+86.2%
-70.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.1% |
| 7D | +1.6% | +9.7% | -8.2% | -2.4% |
| 30D | +2.6% | +19.0% | -16.3% | -4.6% |
| 3M | -8.8% | +0.6% | -9.4% | -9.3% |
| 6M | +4.6% | +11.1% | -6.5% | -0.5% |
| YTD | -1.9% | +4.2% | -6.1% | -4.7% |
| 1Y | -0.8% | +3.3% | -4.1% | -3.4% |
| 3Y | +43.5% | +88.8% | -45.3% | +3.1% |
| All | +16.1% | +86.2% | -70.1% | -18.1% |
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