-38.6%
FICO vs BAM
-8.8%
-29.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.6% | -17.3% | -16.9% |
| 7D | -19.2% | -2.0% | -17.2% | -18.5% |
| 30D | -14.6% | -2.9% | -11.7% | -13.5% |
| 3M | -20.1% | +9.4% | -29.5% | -23.9% |
| 6M | -36.3% | +10.8% | -47.1% | -40.2% |
| YTD | -44.9% | -0.4% | -44.4% | -45.8% |
| 1Y | -38.6% | -10.9% | -27.8% | -35.8% |
| All | -38.6% | -8.8% | -29.8% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling