+442.4%
FLEX vs BAM
+61.4%
+381.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | -0.9% | -2.0% | +1.1% | +0.2% |
| 30D | -10.1% | -2.9% | -7.2% | -9.0% |
| 3M | -31.3% | +9.4% | -40.7% | -35.2% |
| 6M | +71.3% | +10.8% | +60.5% | +59.9% |
| YTD | +81.2% | -0.4% | +81.7% | +78.3% |
| 1Y | +98.5% | -10.9% | +109.4% | +109.0% |
| All | +442.4% | +61.4% | +381.0% | +320.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling