+17.6%
FICO vs BAM
+88.1%
-70.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.5% |
| 7D | +0.9% | +5.0% | -4.1% | -1.3% |
| 30D | +9.4% | +16.6% | -7.1% | +2.6% |
| 3M | -30.4% | +2.2% | -32.6% | -31.3% |
| 6M | -35.1% | +9.7% | -44.8% | -38.2% |
| YTD | -56.8% | +5.2% | -62.0% | -58.3% |
| 1Y | -58.4% | +3.9% | -62.3% | -59.7% |
| 3Y | -26.7% | +91.5% | -118.2% | -42.8% |
| All | +17.6% | +88.1% | -70.5% | -9.4% |
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