+49.2%
FLR vs BAM
+90.5%
-41.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.0% | +7.1% |
| 7D | +8.5% | +5.3% | +3.3% | +5.7% |
| 30D | -0.7% | +18.1% | -18.8% | -9.2% |
| 3M | -11.7% | +4.2% | -15.9% | -14.2% |
| 6M | +16.2% | +11.1% | +5.1% | +8.3% |
| YTD | +27.0% | +6.6% | +20.4% | +20.0% |
| 1Y | +10.1% | +6.2% | +3.9% | +4.2% |
| 3Y | +46.2% | +95.0% | -48.8% | +0.7% |
| All | +49.2% | +90.5% | -41.3% | +2.4% |
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 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