+31.6%
FIVE vs BAM
+81.2%
-49.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +2.7% | -2.7% | +5.3% | +3.9% |
| 30D | +12.7% | +15.5% | -2.8% | +5.7% |
| 3M | +2.1% | -6.9% | +8.9% | +5.1% |
| 6M | +17.5% | +9.9% | +7.6% | +11.4% |
| YTD | +31.0% | +1.4% | +29.6% | +28.2% |
| 1Y | +67.7% | +3.3% | +64.5% | +62.4% |
| 3Y | +43.4% | +83.6% | -40.3% | +16.0% |
| All | +31.6% | +81.2% | -49.6% | +5.4% |
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