+28.7%
FIVE vs BAM
+84.5%
-55.8%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.2% | -2.9% |
| 7D | -1.7% | +7.9% | -9.7% | -5.0% |
| 30D | +14.9% | +16.0% | -1.1% | +7.6% |
| 3M | +7.6% | +0.6% | +7.0% | +7.0% |
| 6M | +6.4% | +10.5% | -4.1% | +0.7% |
| YTD | +28.1% | +3.2% | +24.9% | +24.4% |
| 1Y | +54.7% | +1.0% | +53.7% | +51.6% |
| 3Y | +36.1% | +84.2% | -48.2% | +9.5% |
| All | +28.7% | +84.5% | -55.8% | +2.2% |
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