+379.2%
FLEX vs BAM
+84.8%
+294.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.5% | +4.6% |
| 7D | +2.2% | -2.9% | +5.1% | +3.9% |
| 30D | -32.6% | +14.7% | -47.3% | -37.3% |
| 3M | -35.5% | -4.1% | -31.4% | -34.6% |
| 6M | -45.6% | +9.6% | -55.2% | -48.7% |
| YTD | +30.7% | +3.4% | +27.3% | +25.7% |
| 1Y | +28.4% | +1.0% | +27.3% | +25.3% |
| 3Y | +301.7% | +88.2% | +213.4% | +203.0% |
| All | +379.2% | +84.8% | +294.3% | +259.2% |
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