+117.1%
AMAT vs FLUT
-52.8%
+169.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.4% | -15.0% | -13.9% |
| 7D | -24.3% | +4.8% | -29.1% | -25.2% |
| 30D | -39.8% | +8.8% | -48.6% | -41.1% |
| 3M | -40.2% | -10.7% | -29.5% | -39.5% |
| 6M | -22.1% | -19.7% | -2.4% | -20.9% |
| YTD | +24.7% | -61.4% | +86.1% | +55.6% |
| 1Y | +33.3% | -61.6% | +94.9% | +65.8% |
| 3Y | +133.9% | -51.4% | +185.3% | +162.5% |
| 5Y | +117.1% | -51.0% | +168.1% | +112.9% |
| All | +117.1% | -52.8% | +169.8% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling