+355.0%
FLEX vs BAM
+81.2%
+273.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.3% | -4.1% |
| 7D | +7.5% | -2.7% | +10.1% | +8.9% |
| 30D | -25.3% | +15.5% | -40.8% | -30.8% |
| 3M | -39.7% | -6.9% | -32.8% | -38.0% |
| 6M | -47.9% | +9.9% | -57.7% | -51.0% |
| YTD | +24.1% | +1.4% | +22.7% | +20.5% |
| 1Y | +26.0% | +3.3% | +22.7% | +21.2% |
| 3Y | +282.7% | +83.6% | +199.0% | +191.8% |
| All | +355.0% | +81.2% | +273.7% | +244.2% |
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