+34.5%
FIVE vs BAM
+78.0%
-43.4%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.8% |
| 7D | +4.3% | -2.0% | +6.2% | +5.1% |
| 30D | +12.5% | -2.9% | +15.4% | +13.7% |
| 3M | +31.2% | +9.4% | +21.9% | +25.2% |
| 6M | +14.4% | +10.8% | +3.6% | +8.0% |
| YTD | +33.9% | -0.4% | +34.3% | +32.3% |
| 1Y | +65.1% | -10.9% | +75.9% | +72.2% |
| 3Y | +49.0% | +61.3% | -12.3% | +24.5% |
| All | +34.5% | +78.0% | -43.4% | +8.7% |
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