-79.1%
FIG vs BAM
-14.7%
-64.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.9% |
| 7D | -16.3% | -2.0% | -14.3% | -14.9% |
| 30D | -14.3% | -2.9% | -11.4% | -12.4% |
| 3M | +7.2% | +9.4% | -2.2% | -2.4% |
| 6M | -18.6% | +10.8% | -29.4% | -27.5% |
| YTD | -35.5% | -0.4% | -35.0% | -36.1% |
| 1Y | -55.8% | -10.9% | -44.9% | -50.5% |
| All | -79.1% | -14.7% | -64.4% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling