-42.0%
FLUT vs BAM
+84.8%
-126.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.4% | +4.5% |
| 7D | +4.5% | -2.9% | +7.4% | +6.0% |
| 30D | +9.2% | +14.7% | -5.5% | +1.2% |
| 3M | -13.7% | -4.1% | -9.5% | -12.1% |
| 6M | -9.0% | +9.6% | -18.6% | -14.5% |
| YTD | -60.2% | +3.4% | -63.7% | -61.5% |
| 1Y | -63.1% | +1.0% | -64.2% | -63.8% |
| 3Y | -42.5% | +88.2% | -130.7% | -59.9% |
| All | -42.0% | +84.8% | -126.8% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling