+797.0%
FIX vs BAM
+90.5%
+706.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.3% | +7.1% | +8.2% |
| 7D | -7.2% | +5.3% | -12.5% | -10.1% |
| 30D | -35.1% | +18.1% | -53.2% | -41.2% |
| 3M | -34.3% | +4.2% | -38.5% | -36.5% |
| 6M | -42.9% | +11.1% | -54.0% | -47.3% |
| YTD | +19.5% | +6.6% | +12.8% | +11.7% |
| 1Y | +16.8% | +6.2% | +10.6% | +9.7% |
| 3Y | +506.7% | +95.0% | +411.7% | +338.6% |
| All | +797.0% | +90.5% | +706.4% | +547.9% |
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