-80.3%
FIG vs BAM
-17.6%
-62.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.4% | -2.3% | -2.7% |
| 7D | -16.4% | -1.6% | -14.8% | -15.2% |
| 30D | -2.3% | -6.0% | +3.7% | +2.9% |
| 3M | +7.8% | +7.3% | +0.5% | -0.3% |
| 6M | -21.8% | +8.2% | -30.1% | -29.0% |
| YTD | -39.1% | -3.8% | -35.3% | -37.8% |
| 1Y | -56.6% | -10.7% | -45.9% | -50.7% |
| All | -80.3% | -17.6% | -62.7% | -76.5% |
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 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