+61.5%
FANG vs BAM
+67.8%
-6.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.8% | +2.0% |
| 7D | -0.4% | -3.9% | +3.5% | +0.4% |
| 30D | +2.4% | -8.8% | +11.2% | +4.2% |
| 3M | +4.9% | +2.2% | +2.7% | +3.7% |
| 6M | +12.0% | +5.9% | +6.1% | +8.9% |
| YTD | +37.1% | -6.1% | +43.2% | +37.6% |
| 1Y | +52.3% | -11.6% | +63.9% | +55.2% |
| 3Y | +45.0% | +51.7% | -6.7% | +23.3% |
| All | +61.5% | +67.8% | -6.4% | +31.1% |
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 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