-31.7%
FLUT vs BAM
+71.9%
-103.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +2.4% |
| 7D | +3.8% | -1.6% | +5.4% | +4.6% |
| 30D | +6.3% | -6.0% | +12.3% | +9.8% |
| 3M | -4.0% | +7.3% | -11.4% | -8.1% |
| 6M | -10.3% | +8.2% | -18.5% | -14.9% |
| YTD | -53.2% | -3.8% | -49.3% | -52.7% |
| 1Y | -65.0% | -10.7% | -54.3% | -63.2% |
| 3Y | -43.9% | +55.3% | -99.2% | -57.1% |
| All | -31.7% | +71.9% | -103.5% | -50.8% |
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