-25.3%
FDS vs BAM
+91.9%
-117.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.2% |
| 7D | -2.0% | +5.0% | -7.0% | -3.5% |
| 30D | +13.5% | +16.6% | -3.1% | +8.5% |
| 3M | +15.2% | +2.2% | +13.0% | +14.1% |
| 6M | +47.0% | +9.7% | +37.4% | +42.6% |
| YTD | +13.9% | +5.2% | +8.6% | +11.3% |
| 1Y | +25.2% | +3.9% | +21.3% | +22.5% |
| 3Y | -25.3% | +91.5% | -116.9% | -35.5% |
| All | -25.3% | +91.9% | -117.3% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling