+36.4%
F vs BAM
+78.0%
-41.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.2% |
| 7D | +5.3% | -2.0% | +7.3% | +6.2% |
| 30D | +4.6% | -2.9% | +7.5% | +5.7% |
| 3M | -3.7% | +9.4% | -13.0% | -7.6% |
| 6M | +16.8% | +10.8% | +6.1% | +11.2% |
| YTD | +15.3% | -0.4% | +15.7% | +14.3% |
| 1Y | +31.0% | -10.9% | +41.9% | +35.5% |
| 3Y | +45.4% | +61.3% | -15.8% | +10.5% |
| All | +36.4% | +78.0% | -41.5% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling