+25.0%
FLEX vs BAM
+4.2%
+20.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.2% | -18.5% | -13.6% |
| 7D | -17.0% | +14.2% | -31.2% | -20.2% |
| 30D | -33.8% | +21.0% | -54.8% | -37.7% |
| 3M | -39.0% | +5.2% | -44.2% | -40.0% |
| 6M | -15.9% | +16.0% | -31.9% | -20.0% |
| YTD | +27.8% | +6.5% | +21.4% | +24.1% |
| 1Y | +25.0% | +4.4% | +20.6% | +24.3% |
| All | +25.0% | +4.2% | +20.7% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling