-44.0%
FLUT vs BAM
+88.1%
-132.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.3% |
| 7D | -1.5% | +5.0% | -6.5% | -4.3% |
| 30D | +3.4% | +16.6% | -13.2% | -5.0% |
| 3M | -12.5% | +2.2% | -14.7% | -13.8% |
| 6M | -18.5% | +9.7% | -28.1% | -23.3% |
| YTD | -61.6% | +5.2% | -66.9% | -63.2% |
| 1Y | -64.1% | +3.9% | -68.0% | -65.2% |
| 3Y | -44.5% | +91.5% | -136.0% | -61.6% |
| All | -44.0% | +88.1% | -132.1% | -61.8% |
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