-32.1%
FLUT vs BAM
+78.0%
-110.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.5% |
| 7D | -1.6% | -2.0% | +0.3% | -0.6% |
| 30D | +7.7% | -2.9% | +10.7% | +9.5% |
| 3M | -0.7% | +9.4% | -10.1% | -5.8% |
| 6M | -11.2% | +10.8% | -21.9% | -16.7% |
| YTD | -53.4% | -0.4% | -53.0% | -53.8% |
| 1Y | -65.8% | -10.9% | -54.9% | -64.0% |
| 3Y | -44.9% | +61.3% | -106.2% | -58.6% |
| All | -32.1% | +78.0% | -110.0% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling