-56.6%
FICO vs BAM
+1.3%
-57.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +4.0% | +2.0% |
| 7D | -0.3% | +7.9% | -8.2% | -3.4% |
| 30D | +1.7% | +16.0% | -14.3% | -4.2% |
| 3M | -35.2% | +0.6% | -35.8% | -35.5% |
| 6M | -33.7% | +10.5% | -44.2% | -36.9% |
| YTD | -58.2% | +3.2% | -61.4% | -59.9% |
| 1Y | -56.6% | +1.0% | -57.6% | -58.5% |
| All | -56.6% | +1.3% | -57.9% | -58.5% |
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