+28.2%
FIVE vs BAM
+86.2%
-58.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -0.3% | +9.7% | -10.0% | -4.3% |
| 30D | +17.7% | +19.0% | -1.3% | +8.9% |
| 3M | +4.0% | +0.6% | +3.4% | +3.4% |
| 6M | +2.6% | +11.1% | -8.5% | -3.1% |
| YTD | +27.6% | +4.2% | +23.4% | +23.4% |
| 1Y | +59.9% | +3.3% | +56.6% | +55.0% |
| 3Y | +35.8% | +88.8% | -53.0% | +8.4% |
| All | +28.2% | +86.2% | -58.0% | +1.4% |
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 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