+541.0%
FTI vs BAM
+71.9%
+469.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.0% |
| 7D | -0.2% | -1.6% | +1.4% | +0.3% |
| 30D | +12.3% | -6.0% | +18.3% | +14.4% |
| 3M | +13.8% | +7.3% | +6.4% | +10.2% |
| 6M | +24.3% | +8.2% | +16.1% | +19.4% |
| YTD | +75.8% | -3.8% | +79.6% | +75.7% |
| 1Y | +99.6% | -10.7% | +110.4% | +104.3% |
| 3Y | +278.4% | +55.3% | +223.1% | +217.4% |
| All | +541.0% | +71.9% | +469.1% | +414.7% |
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 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