+211.6%
FTI vs BAM
+85.6%
+126.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.8% | +2.0% |
| 7D | +4.3% | -2.7% | +7.0% | +5.1% |
| 30D | -4.7% | +15.5% | -20.2% | -9.2% |
| 3M | -13.5% | -6.9% | -6.7% | -11.8% |
| 6M | -8.7% | +9.9% | -18.6% | -12.5% |
| YTD | +49.0% | +1.4% | +47.6% | +46.2% |
| 1Y | +54.0% | +3.3% | +50.8% | +49.6% |
| 3Y | +211.6% | +83.6% | +128.0% | +175.7% |
| All | +211.6% | +85.6% | +126.0% | +175.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling