+37.8%
FLR vs BAM
+86.2%
-48.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +2.9% |
| 7D | -0.8% | +9.7% | -10.5% | -5.6% |
| 30D | -9.1% | +19.0% | -28.1% | -17.3% |
| 3M | -4.7% | +0.6% | -5.2% | -5.7% |
| 6M | -14.2% | +11.1% | -25.3% | -20.5% |
| YTD | +17.3% | +4.2% | +13.1% | +12.0% |
| 1Y | +4.3% | +3.3% | +0.9% | 0.0% |
| 3Y | +30.7% | +88.8% | -58.0% | -8.5% |
| All | +37.8% | +86.2% | -48.4% | -4.4% |
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