+123.9%
FOXA vs BAM
+81.2%
+42.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.1% |
| 7D | +2.7% | -2.7% | +5.4% | +3.3% |
| 30D | +10.0% | +15.5% | -5.5% | +6.2% |
| 3M | +5.0% | -6.9% | +11.9% | +6.5% |
| 6M | +3.4% | +9.9% | -6.5% | +0.3% |
| YTD | -5.5% | +1.4% | -6.9% | -6.7% |
| 1Y | +5.5% | +3.3% | +2.3% | +3.6% |
| 3Y | +139.3% | +83.6% | +55.7% | +99.2% |
| All | +123.9% | +81.2% | +42.7% | +83.8% |
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