+77.9%
FITB vs BAM
+78.0%
-0.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +0.6% | -2.0% | +2.6% | +1.6% |
| 30D | -4.7% | -2.9% | -1.8% | -3.6% |
| 3M | +6.7% | +9.4% | -2.7% | +1.2% |
| 6M | +12.6% | +10.8% | +1.8% | +5.7% |
| YTD | +19.1% | -0.4% | +19.6% | +17.6% |
| 1Y | +22.6% | -10.9% | +33.5% | +28.0% |
| 3Y | +127.1% | +61.3% | +65.9% | +62.0% |
| All | +77.9% | +78.0% | -0.1% | +18.5% |
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 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