-39.0%
FLNC vs BAM
+66.1%
-105.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.3% |
| 7D | -5.0% | -6.1% | +1.1% | +0.6% |
| 30D | -26.1% | -13.8% | -12.2% | -15.1% |
| 3M | -55.2% | +4.4% | -59.6% | -57.2% |
| 6M | -42.6% | +6.4% | -49.0% | -46.0% |
| YTD | -51.0% | -7.1% | -44.0% | -47.8% |
| 1Y | +43.3% | -11.8% | +55.1% | +62.7% |
| 3Y | -63.4% | +50.2% | -113.6% | -76.4% |
| All | -39.0% | +66.1% | -105.1% | -63.9% |
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