-60.2%
FLNC vs BAM
+50.2%
-110.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.4% | -6.0% | -6.0% |
| 7D | -4.2% | -3.9% | -0.2% | -0.6% |
| 30D | -20.0% | -8.8% | -11.2% | -12.6% |
| 3M | -56.9% | +2.2% | -59.1% | -58.0% |
| 6M | -35.5% | +5.9% | -41.5% | -39.5% |
| YTD | -48.8% | -6.1% | -42.7% | -45.9% |
| 1Y | +49.3% | -11.6% | +60.9% | +70.0% |
| All | -60.2% | +50.2% | -110.4% | -79.3% |
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