+118.1%
FOXA vs BAM
+86.2%
+31.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.7% |
| 7D | +5.4% | +9.7% | -4.3% | +3.0% |
| 30D | +6.3% | +19.0% | -12.7% | +1.9% |
| 3M | +8.3% | +0.6% | +7.8% | +7.8% |
| 6M | +7.6% | +11.1% | -3.5% | +4.1% |
| YTD | -7.9% | +4.2% | -12.1% | -9.7% |
| 1Y | +2.4% | +3.3% | -1.0% | +0.6% |
| 3Y | +120.3% | +88.8% | +31.6% | +82.2% |
| All | +118.1% | +86.2% | +31.9% | +77.9% |
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