+111.4%
FN vs BAM
+90.0%
+21.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.2% | -12.2% | -9.5% |
| 7D | -7.0% | +14.2% | -21.2% | -14.9% |
| 30D | -24.7% | +21.0% | -45.7% | -33.7% |
| 3M | -35.7% | +5.2% | -40.9% | -38.5% |
| 6M | -52.4% | +16.0% | -68.4% | -57.9% |
| YTD | -25.0% | +6.5% | -31.4% | -30.0% |
| 1Y | -25.7% | +4.4% | -30.0% | -29.3% |
| All | +111.4% | +90.0% | +21.5% | +49.3% |
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