-70.5%
FLNC vs BAM
+81.2%
-151.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | -11.2% | -2.7% | -8.5% | -8.8% |
| 30D | -24.6% | +15.5% | -40.1% | -34.3% |
| 3M | -64.6% | -6.9% | -57.7% | -62.3% |
| 6M | -78.8% | +9.9% | -88.7% | -80.7% |
| YTD | -76.3% | +1.4% | -77.7% | -76.8% |
| 1Y | -71.2% | +3.3% | -74.5% | -72.1% |
| 3Y | -71.9% | +83.6% | -155.5% | -84.8% |
| All | -70.5% | +81.2% | -151.8% | -83.9% |
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