-4.3%
FSLY vs BAM
+85.9%
-90.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.1% | +2.5% |
| 7D | -31.4% | +9.7% | -41.1% | -35.0% |
| 30D | -37.3% | +19.0% | -56.3% | -43.4% |
| 3M | -30.1% | +0.6% | -30.7% | -30.3% |
| 6M | -49.8% | +11.1% | -60.9% | -53.3% |
| YTD | +55.7% | +4.2% | +51.5% | +49.5% |
| 1Y | +44.5% | +3.3% | +41.2% | +39.3% |
| 3Y | -4.3% | +88.8% | -93.1% | -50.6% |
| All | -4.3% | +85.9% | -90.2% | -50.6% |
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 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