+132.8%
AMAT vs FLUT
-51.2%
+184.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.4% | -15.0% | -13.7% |
| 7D | -24.3% | +4.8% | -29.1% | -24.7% |
| 30D | -39.8% | +8.8% | -48.6% | -40.4% |
| 3M | -40.2% | -10.7% | -29.5% | -39.8% |
| 6M | -22.1% | -19.7% | -2.4% | -21.5% |
| YTD | +24.7% | -61.4% | +86.1% | +54.1% |
| 1Y | +33.3% | -61.6% | +94.9% | +64.1% |
| All | +132.8% | -51.2% | +184.1% | +163.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling