+147.1%
AMAT vs FLUT
-52.1%
+199.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.5% |
| 7D | +11.4% | -0.7% | +12.1% | +11.6% |
| 30D | -17.0% | +9.3% | -26.3% | -18.8% |
| 3M | -30.6% | -17.5% | -13.1% | -28.6% |
| 6M | -14.9% | -14.6% | -0.3% | -15.1% |
| YTD | +44.7% | -62.3% | +107.0% | +81.5% |
| 1Y | +66.9% | -59.6% | +126.5% | +104.6% |
| 3Y | +153.3% | -45.3% | +198.6% | +174.2% |
| All | +147.1% | -52.1% | +199.2% | +146.1% |
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