+12.3%
FTV vs BAM
+71.9%
-59.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.7% | +0.6% |
| 7D | -0.4% | -1.6% | +1.2% | +0.2% |
| 30D | -8.3% | -6.0% | -2.3% | -6.2% |
| 3M | -7.4% | +7.3% | -14.7% | -10.2% |
| 6M | -1.2% | +8.2% | -9.4% | -5.0% |
| YTD | +2.7% | -3.8% | +6.5% | +3.2% |
| 1Y | +18.4% | -10.7% | +29.2% | +22.0% |
| 3Y | -2.0% | +55.3% | -57.4% | -20.1% |
| All | +12.3% | +71.9% | -59.6% | -12.5% |
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