+119.3%
FN vs BAM
+84.5%
+34.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.0% | -11.2% | -12.7% |
| 7D | -16.0% | +7.9% | -23.9% | -19.7% |
| 30D | -40.1% | +16.0% | -56.1% | -45.2% |
| 3M | -43.9% | +0.6% | -44.5% | -44.6% |
| 6M | -55.6% | +10.5% | -66.1% | -58.9% |
| YTD | -35.7% | +3.2% | -38.9% | -38.3% |
| 1Y | -39.8% | +1.0% | -40.9% | -41.3% |
| 3Y | +80.3% | +84.2% | -4.0% | +37.5% |
| All | +119.3% | +84.5% | +34.8% | +64.7% |
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 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