-83.6%
FIG vs BAM
-11.4%
-72.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.6% | +3.4% |
| 7D | -14.3% | -2.9% | -11.4% | -11.6% |
| 30D | -13.6% | +14.7% | -28.3% | -23.1% |
| 3M | -23.7% | -4.1% | -19.6% | -20.5% |
| 6M | -5.4% | +9.6% | -15.0% | -13.8% |
| YTD | -49.2% | +3.4% | -52.7% | -51.2% |
| 1Y | -57.4% | +1.0% | -58.4% | -57.8% |
| All | -83.6% | -11.4% | -72.2% | -81.6% |
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 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