+104.7%
FFIV vs BAM
+88.1%
+16.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.3% |
| 7D | -4.2% | +5.0% | -9.2% | -5.9% |
| 30D | -33.9% | +16.6% | -50.5% | -37.8% |
| 3M | -22.6% | +2.2% | -24.8% | -23.6% |
| 6M | -10.4% | +9.7% | -20.0% | -14.3% |
| YTD | +24.3% | +5.2% | +19.1% | +20.3% |
| 1Y | +31.8% | +3.9% | +27.9% | +28.0% |
| 3Y | +99.5% | +91.5% | +8.0% | +56.3% |
| All | +104.7% | +88.1% | +16.6% | +59.1% |
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