-45.0%
FLUT vs BAM
+81.2%
-126.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 7D | -0.7% | -2.7% | +2.0% | +0.7% |
| 30D | +9.3% | +15.5% | -6.3% | +0.8% |
| 3M | -17.5% | -6.9% | -10.6% | -14.7% |
| 6M | -14.6% | +9.9% | -24.5% | -19.9% |
| YTD | -62.3% | +1.4% | -63.7% | -63.1% |
| 1Y | -59.6% | +3.3% | -62.9% | -61.0% |
| 3Y | -45.3% | +83.6% | -128.9% | -61.4% |
| All | -45.0% | +81.2% | -126.2% | -61.7% |
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