+13.1%
FTV vs BAM
+78.0%
-64.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -4.5% | -2.0% | -2.5% | -3.7% |
| 30D | -7.1% | -2.9% | -4.1% | -6.1% |
| 3M | -7.2% | +9.4% | -16.5% | -10.7% |
| 6M | -1.5% | +10.8% | -12.3% | -6.1% |
| YTD | +3.5% | -0.4% | +3.9% | +2.6% |
| 1Y | +20.3% | -10.9% | +31.2% | +24.2% |
| 3Y | -3.1% | +61.3% | -64.4% | -22.0% |
| All | +13.1% | +78.0% | -64.8% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling