+1,587.5%
AMAT vs FLUT
-9.7%
+1,597.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +4.6% |
| 7D | -1.5% | -1.6% | +0.1% | -1.3% |
| 30D | -14.8% | +7.7% | -22.5% | -16.0% |
| 3M | -9.3% | -0.7% | -8.6% | -10.3% |
| 6M | +27.4% | -11.2% | +38.5% | +27.8% |
| YTD | +77.6% | -53.4% | +131.0% | +98.9% |
| 1Y | +188.9% | -65.8% | +254.7% | +241.5% |
| 3Y | +202.3% | -44.9% | +247.2% | +224.5% |
| 5Y | +248.9% | -49.7% | +298.6% | +255.2% |
| All | +1,587.5% | -9.7% | +1,597.2% | +1,707.3% |
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