+113.5%
FOXA vs BAM
+71.9%
+41.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.5% |
| 7D | -0.6% | -1.6% | +1.0% | -0.3% |
| 30D | +2.3% | -6.0% | +8.3% | +3.6% |
| 3M | -2.8% | +7.3% | -10.2% | -5.1% |
| 6M | +9.6% | +8.2% | +1.4% | +6.5% |
| YTD | -9.9% | -3.8% | -6.0% | -9.8% |
| 1Y | +5.4% | -10.7% | +16.1% | +7.6% |
| 3Y | +115.3% | +55.3% | +59.9% | +86.2% |
| All | +113.5% | +71.9% | +41.6% | +77.7% |
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