+81.3%
FN vs BAM
+84.2%
-2.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.0% | -11.2% | -12.5% |
| 7D | -16.0% | +7.9% | -23.9% | -20.1% |
| 30D | -40.1% | +16.0% | -56.1% | -45.8% |
| 3M | -43.9% | +0.6% | -44.5% | -44.7% |
| 6M | -55.6% | +10.5% | -66.1% | -59.3% |
| YTD | -35.7% | +3.2% | -38.9% | -38.7% |
| 1Y | -39.8% | +1.0% | -40.9% | -41.5% |
| All | +81.3% | +84.2% | -2.9% | +30.7% |
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 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