-44.4%
FLUT vs BAM
+90.5%
-134.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -2.0% | -0.9% |
| 7D | -6.5% | +5.3% | -11.7% | -9.2% |
| 30D | +2.8% | +18.1% | -15.3% | -6.2% |
| 3M | -13.5% | +4.2% | -17.7% | -15.7% |
| 6M | -19.0% | +11.1% | -30.1% | -24.2% |
| YTD | -61.9% | +6.6% | -68.5% | -63.7% |
| 1Y | -63.2% | +6.2% | -69.4% | -64.8% |
| 3Y | -46.0% | +95.0% | -141.0% | -63.0% |
| All | -44.4% | +90.5% | -134.9% | -62.2% |
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 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