+109.0%
FOXA vs BAM
+67.8%
+41.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.5% |
| 7D | -5.4% | -3.9% | -1.5% | -4.5% |
| 30D | +1.1% | -8.8% | +9.9% | +3.2% |
| 3M | -6.1% | +2.2% | -8.3% | -7.2% |
| 6M | +8.2% | +5.9% | +2.3% | +5.7% |
| YTD | -11.8% | -6.1% | -5.7% | -11.2% |
| 1Y | +9.9% | -11.6% | +21.5% | +12.4% |
| 3Y | +110.7% | +51.7% | +59.1% | +83.4% |
| All | +109.0% | +67.8% | +41.2% | +75.0% |
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