-27.7%
FDS vs BAM
+90.5%
-118.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -1.0% |
| 7D | -5.0% | +5.3% | -10.2% | -6.3% |
| 30D | +13.8% | +18.1% | -4.3% | +8.7% |
| 3M | +14.8% | +4.2% | +10.6% | +13.3% |
| 6M | +47.4% | +11.1% | +36.3% | +42.7% |
| YTD | +14.2% | +6.6% | +7.5% | +11.4% |
| 1Y | +26.6% | +6.2% | +20.4% | +23.4% |
| 3Y | -24.4% | +95.0% | -119.4% | -36.9% |
| All | -27.7% | +90.5% | -118.3% | -40.1% |
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