-44.6%
FLUT vs BAM
+86.2%
-130.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -2.0% |
| 7D | -1.1% | +9.7% | -10.8% | -6.1% |
| 30D | +7.7% | +19.0% | -11.3% | -2.1% |
| 3M | -12.2% | +0.6% | -12.7% | -12.8% |
| 6M | -17.6% | +11.1% | -28.6% | -23.0% |
| YTD | -62.0% | +4.2% | -66.2% | -63.4% |
| 1Y | -62.3% | +3.3% | -65.6% | -63.3% |
| 3Y | -52.0% | +88.8% | -140.7% | -66.5% |
| All | -44.6% | +86.2% | -130.8% | -61.9% |
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