+374.3%
FLEX vs BAM
+90.5%
+283.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.3% | +9.7% | +10.9% |
| 7D | -7.2% | +5.3% | -12.4% | -9.5% |
| 30D | -34.8% | +18.1% | -52.9% | -40.1% |
| 3M | -35.6% | +4.2% | -39.8% | -37.3% |
| 6M | -45.0% | +11.1% | -56.1% | -48.5% |
| YTD | +29.4% | +6.6% | +22.8% | +22.7% |
| 1Y | +24.8% | +6.2% | +18.6% | +18.8% |
| 3Y | +304.4% | +95.0% | +209.4% | +200.3% |
| All | +374.3% | +90.5% | +283.8% | +250.6% |
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