+51.9%
FIVE vs BAM
+61.4%
-9.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.8% |
| 7D | +4.3% | -2.0% | +6.2% | +5.3% |
| 30D | +12.5% | -2.9% | +15.4% | +13.9% |
| 3M | +31.2% | +9.4% | +21.9% | +24.4% |
| 6M | +14.4% | +10.8% | +3.6% | +7.0% |
| YTD | +33.9% | -0.4% | +34.3% | +32.1% |
| 1Y | +65.1% | -10.9% | +75.9% | +73.7% |
| All | +51.9% | +61.4% | -9.5% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling