-25.9%
FDS vs BAM
+84.8%
-110.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.5% | +3.2% |
| 7D | -2.1% | -2.9% | +0.7% | -1.4% |
| 30D | +16.0% | +14.7% | +1.3% | +11.7% |
| 3M | +18.8% | -4.1% | +22.9% | +19.8% |
| 6M | +54.1% | +9.6% | +44.5% | +49.7% |
| YTD | +17.0% | +3.4% | +13.6% | +15.1% |
| 1Y | +25.5% | +1.0% | +24.5% | +24.0% |
| 3Y | -23.3% | +88.2% | -111.5% | -35.4% |
| All | -25.9% | +84.8% | -110.8% | -38.1% |
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