+61.4%
FSLY vs BAM
+88.1%
-26.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.4% |
| 7D | -22.9% | +5.0% | -27.9% | -24.9% |
| 30D | -44.6% | +16.6% | -61.2% | -50.0% |
| 3M | -41.5% | +2.2% | -43.7% | -42.5% |
| 6M | -20.8% | +9.7% | -30.5% | -26.3% |
| YTD | +59.5% | +5.2% | +54.3% | +50.9% |
| 1Y | +36.1% | +3.9% | +32.2% | +29.7% |
| 3Y | -1.0% | +91.5% | -92.5% | -44.7% |
| All | +61.4% | +88.1% | -26.7% | -9.6% |
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