-37.3%
FND vs BAM
+80.8%
-118.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -3.1% |
| 7D | -5.1% | -2.0% | -3.1% | -3.9% |
| 30D | +9.2% | +13.7% | -4.5% | +1.9% |
| 3M | -17.7% | -4.8% | -12.9% | -15.2% |
| 6M | +2.5% | +7.6% | -5.1% | -1.7% |
| YTD | -19.8% | +1.2% | -21.0% | -20.7% |
| 1Y | -22.7% | -2.3% | -20.4% | -22.2% |
| 3Y | -38.3% | +84.1% | -122.4% | -54.7% |
| All | -37.3% | +80.8% | -118.1% | -54.4% |
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