+1,370.8%
AMAT vs FLUT
-25.6%
+1,396.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | -2.5% | -1.5% | -1.0% | -2.3% |
| 30D | -26.5% | +3.4% | -29.9% | -27.0% |
| 3M | -28.6% | -12.5% | -16.1% | -27.8% |
| 6M | -14.2% | -18.5% | +4.2% | -13.5% |
| YTD | +45.5% | -61.6% | +107.1% | +66.6% |
| 1Y | +59.3% | -64.1% | +123.4% | +84.4% |
| 3Y | +153.1% | -44.5% | +197.6% | +170.6% |
| 5Y | +158.2% | -51.3% | +209.4% | +166.9% |
| 10Y | +1,370.8% | -25.6% | +1,396.4% | +1,528.4% |
| All | +1,370.8% | -25.6% | +1,396.4% | +1,528.4% |
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