+13.9%
FICO vs BAM
+84.5%
-70.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +4.0% | +2.1% |
| 7D | -0.3% | +7.9% | -8.2% | -3.6% |
| 30D | +1.7% | +16.0% | -14.3% | -4.5% |
| 3M | -35.2% | +0.6% | -35.8% | -35.7% |
| 6M | -33.7% | +10.5% | -44.2% | -37.1% |
| YTD | -58.2% | +3.2% | -61.4% | -59.3% |
| 1Y | -56.6% | +1.0% | -57.6% | -57.5% |
| 3Y | -24.0% | +84.2% | -108.2% | -39.9% |
| All | +13.9% | +84.5% | -70.6% | -11.6% |
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