-14.2%
FSLY vs BAM
+61.4%
-75.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.9% |
| 7D | -10.6% | -2.0% | -8.7% | -9.3% |
| 30D | -20.9% | -2.9% | -18.0% | -19.2% |
| 3M | +3.4% | +9.4% | -6.0% | -2.8% |
| 6M | +2.7% | +10.8% | -8.0% | -5.2% |
| YTD | +102.3% | -0.4% | +102.7% | +99.6% |
| 1Y | +182.1% | -10.9% | +192.9% | +201.2% |
| All | -14.2% | +61.4% | -75.6% | -53.4% |
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 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