+126.7%
AMAT vs FLUT
-50.5%
+177.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.5% |
| 7D | -14.7% | -1.1% | -13.6% | -14.7% |
| 30D | -36.1% | +7.7% | -43.8% | -37.4% |
| 3M | -36.9% | -12.2% | -24.7% | -36.0% |
| 6M | -22.2% | -17.6% | -4.6% | -21.7% |
| YTD | +29.9% | -62.0% | +91.9% | +62.6% |
| 1Y | +43.3% | -62.3% | +105.5% | +78.8% |
| 3Y | +142.7% | -52.0% | +194.6% | +172.8% |
| All | +126.7% | -50.5% | +177.2% | +127.9% |
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