+105.1%
FERG vs BAM
+71.9%
+33.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +0.5% |
| 7D | +3.4% | -1.6% | +5.0% | +4.0% |
| 30D | -11.5% | -6.0% | -5.5% | -9.5% |
| 3M | +1.3% | +7.3% | -6.1% | -2.0% |
| 6M | -1.0% | +8.2% | -9.2% | -4.9% |
| YTD | +3.2% | -3.8% | +7.1% | +3.6% |
| 1Y | -3.0% | -10.7% | +7.8% | +0.3% |
| 3Y | +55.0% | +55.3% | -0.3% | +25.3% |
| All | +105.1% | +71.9% | +33.2% | +59.9% |
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