+100.5%
FFIV vs BAM
+86.2%
+14.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -8.1% | +9.7% | -17.8% | -11.4% |
| 30D | -33.4% | +19.0% | -52.4% | -37.9% |
| 3M | -24.7% | +0.6% | -25.3% | -25.2% |
| 6M | -8.8% | +11.1% | -19.9% | -13.4% |
| YTD | +21.8% | +4.2% | +17.6% | +18.3% |
| 1Y | +25.3% | +3.3% | +22.0% | +21.9% |
| 3Y | +101.2% | +88.8% | +12.4% | +58.3% |
| All | +100.5% | +86.2% | +14.3% | +56.4% |
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