-32.8%
FPS vs BAM
+9.2%
-42.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.9% | +6.0% | +6.8% |
| 7D | -24.5% | +9.7% | -34.2% | -26.4% |
| 30D | -52.1% | +19.0% | -71.1% | -55.1% |
| 3M | -48.4% | +0.6% | -48.9% | -47.5% |
| 6M | -54.4% | +11.1% | -65.4% | -56.3% |
| All | -32.8% | +9.2% | -42.0% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling