+48.3%
FANG vs BAM
+81.2%
-32.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +4.0% | -2.7% | +6.7% | +4.5% |
| 30D | -5.8% | +15.5% | -21.3% | -8.6% |
| 3M | -6.7% | -6.9% | +0.2% | -5.6% |
| 6M | -6.4% | +9.9% | -16.3% | -9.3% |
| YTD | +25.9% | +1.4% | +24.6% | +24.2% |
| 1Y | +31.1% | +3.3% | +27.9% | +28.3% |
| 3Y | +31.3% | +83.6% | -52.3% | +6.4% |
| All | +48.3% | +81.2% | -32.9% | +18.4% |
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