+6,406.4%
AMD vs FLUT
-9.7%
+6,416.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +6.9% | +5.1% |
| 7D | +2.6% | -1.6% | +4.2% | +2.8% |
| 30D | -0.9% | +7.7% | -8.7% | -2.4% |
| 3M | -8.7% | -0.7% | -8.0% | -9.6% |
| 6M | +136.3% | -11.2% | +147.5% | +137.5% |
| YTD | +123.0% | -53.4% | +176.4% | +153.0% |
| 1Y | +195.2% | -65.8% | +260.9% | +254.1% |
| 3Y | +336.3% | -44.9% | +381.3% | +373.5% |
| 5Y | +334.5% | -49.7% | +384.2% | +344.9% |
| All | +6,406.4% | -9.7% | +6,416.1% | +7,261.3% |
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