-33.2%
FDS vs BAM
+78.0%
-111.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.7% |
| 7D | -1.9% | -2.0% | +0.1% | -1.4% |
| 30D | +9.0% | -2.9% | +11.9% | +9.8% |
| 3M | +18.9% | +9.4% | +9.5% | +16.0% |
| 6M | +35.1% | +10.8% | +24.4% | +31.0% |
| YTD | +5.5% | -0.4% | +5.9% | +5.0% |
| 1Y | -16.8% | -10.9% | -5.9% | -15.2% |
| 3Y | -28.1% | +61.3% | -89.3% | -37.3% |
| All | -33.2% | +78.0% | -111.1% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling