+78.1%
FITB vs BAM
+81.2%
-3.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +2.8% | -2.7% | +5.4% | +4.1% |
| 30D | +9.8% | +15.5% | -5.7% | +1.9% |
| 3M | -5.2% | -6.9% | +1.7% | -2.2% |
| 6M | +17.3% | +9.9% | +7.4% | +10.5% |
| YTD | +19.3% | +1.4% | +17.9% | +16.3% |
| 1Y | +32.7% | +3.3% | +29.4% | +28.0% |
| 3Y | +141.6% | +83.6% | +58.0% | +60.8% |
| All | +78.1% | +81.2% | -3.1% | +17.2% |
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