-59.6%
FLUT vs BAM
-1.2%
-58.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 7D | -0.7% | -2.7% | +2.0% | +0.5% |
| 30D | +9.3% | +15.5% | -6.3% | +1.2% |
| 3M | -17.5% | -6.9% | -10.6% | -15.5% |
| 6M | -14.6% | +9.9% | -24.5% | -19.7% |
| YTD | -62.3% | +1.4% | -63.7% | -63.1% |
| 1Y | -59.6% | +3.3% | -62.9% | -61.1% |
| All | -59.6% | -1.2% | -58.5% | -61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling