+185.8%
FSLY vs BAM
-12.8%
+198.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.4% | +7.8% | +5.9% |
| 7D | +3.5% | -1.6% | +5.1% | +4.1% |
| 30D | -6.4% | -6.0% | -0.4% | -3.5% |
| 3M | +10.9% | +7.3% | +3.5% | +7.8% |
| 6M | +6.7% | +8.2% | -1.5% | +2.3% |
| YTD | +111.1% | -3.8% | +114.9% | +113.9% |
| 1Y | +185.8% | -10.7% | +196.5% | +204.2% |
| All | +185.8% | -12.8% | +198.5% | +204.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling