+1,315.3%
AMAT vs FLUT
-26.1%
+1,341.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.4% | +11.0% | +11.3% |
| 7D | -1.1% | -6.5% | +5.4% | -0.3% |
| 30D | -26.9% | +2.8% | -29.7% | -27.4% |
| 3M | -31.2% | -13.5% | -17.7% | -30.4% |
| 6M | -14.7% | -19.0% | +4.3% | -13.9% |
| YTD | +44.7% | -61.9% | +106.6% | +65.9% |
| 1Y | +62.0% | -63.2% | +125.2% | +86.5% |
| 3Y | +165.0% | -46.0% | +211.0% | +184.4% |
| 5Y | +147.1% | -51.8% | +198.9% | +155.8% |
| 10Y | +1,315.3% | -26.1% | +1,341.3% | +1,465.9% |
| All | +1,315.3% | -26.1% | +1,341.3% | +1,465.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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