-38.4%
FND vs BAM
+71.9%
-110.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.4% | -1.2% | -2.7% |
| 7D | +0.4% | -1.6% | +2.0% | +1.3% |
| 30D | -23.6% | -6.0% | -17.6% | -20.9% |
| 3M | +4.3% | +7.3% | -3.0% | 0.0% |
| 6M | -20.3% | +8.2% | -28.5% | -23.8% |
| YTD | -21.3% | -3.8% | -17.5% | -20.1% |
| 1Y | -45.4% | -10.7% | -34.6% | -42.4% |
| 3Y | -48.9% | +55.3% | -104.2% | -60.0% |
| All | -38.4% | +71.9% | -110.3% | -54.0% |
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 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