+34.3%
FANG vs BAM
+4.2%
+30.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.2% | -11.1% | -3.1% |
| 7D | -11.3% | +14.2% | -25.5% | -7.7% |
| 30D | -0.7% | +21.0% | -21.6% | +4.9% |
| 3M | -4.2% | +5.2% | -9.4% | -2.0% |
| 6M | -13.5% | +16.0% | -29.4% | -9.0% |
| YTD | +23.7% | +6.5% | +17.3% | +30.7% |
| 1Y | +34.3% | +4.4% | +30.0% | +42.8% |
| All | +34.3% | +4.2% | +30.1% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling