+34.9%
FTV vs BAM
+81.2%
-46.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.9% | -2.7% | +6.6% | +5.0% |
| 30D | +18.7% | +15.5% | +3.1% | +12.0% |
| 3M | +10.0% | -6.9% | +16.9% | +12.8% |
| 6M | +14.6% | +9.9% | +4.7% | +9.6% |
| YTD | +23.4% | +1.4% | +22.0% | +21.3% |
| 1Y | +31.3% | +3.3% | +28.0% | +27.9% |
| 3Y | +39.8% | +83.6% | -43.8% | +7.5% |
| All | +34.9% | +81.2% | -46.3% | +2.8% |
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