+13.4%
FICO vs BAM
+86.2%
-72.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -0.9% | +9.7% | -10.7% | -4.9% |
| 30D | +3.3% | +19.0% | -15.6% | -4.0% |
| 3M | -31.7% | +0.6% | -32.3% | -32.2% |
| 6M | -34.0% | +11.1% | -45.0% | -37.5% |
| YTD | -58.3% | +4.2% | -62.5% | -59.6% |
| 1Y | -57.9% | +3.3% | -61.3% | -59.2% |
| 3Y | -24.1% | +88.8% | -112.8% | -40.5% |
| All | +13.4% | +86.2% | -72.8% | -12.3% |
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