+8,520.0%
AMD vs FLUT
-26.1%
+8,546.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.1% | +10.0% | +6.5% |
| 7D | +44.7% | -1.2% | +45.9% | +44.9% |
| 30D | -3.3% | +5.0% | -8.3% | -4.5% |
| 3M | +21.2% | -16.4% | +37.6% | +23.6% |
| 6M | +30.6% | -14.6% | +45.1% | +31.0% |
| YTD | +173.3% | -61.9% | +235.2% | +217.9% |
| 1Y | +126.1% | -65.0% | +191.1% | +167.0% |
| 3Y | +393.5% | -44.8% | +438.4% | +433.6% |
| 5Y | +295.8% | -49.9% | +345.7% | +311.9% |
| All | +8,520.0% | -26.1% | +8,546.1% | +10,141.6% |
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