+204.9%
FN vs BAM
+78.0%
+127.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.8% |
| 7D | -1.7% | -2.0% | +0.3% | -0.6% |
| 30D | -22.0% | -2.9% | -19.1% | -21.0% |
| 3M | -43.0% | +9.4% | -52.4% | -46.3% |
| 6M | -27.7% | +10.8% | -38.5% | -32.8% |
| YTD | -10.5% | -0.4% | -10.1% | -12.0% |
| 1Y | +12.5% | -10.9% | +23.4% | +18.5% |
| 3Y | +153.8% | +61.3% | +92.5% | +104.0% |
| All | +204.9% | +78.0% | +127.0% | +135.0% |
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