+361.7%
FLEX vs BAM
+88.1%
+273.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.1% |
| 7D | -13.6% | +5.0% | -18.6% | -15.7% |
| 30D | -36.5% | +16.6% | -53.1% | -41.3% |
| 3M | -36.4% | +2.2% | -38.6% | -37.5% |
| 6M | -46.5% | +9.7% | -56.1% | -49.5% |
| YTD | +25.9% | +5.2% | +20.7% | +20.2% |
| 1Y | +19.6% | +3.9% | +15.6% | +15.1% |
| 3Y | +287.0% | +91.5% | +195.5% | +189.7% |
| All | +361.7% | +88.1% | +273.6% | +243.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling