+261.9%
AMD vs FLUT
-51.2%
+313.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.4% | -18.7% | -17.4% |
| 7D | -28.6% | +4.8% | -33.4% | -29.3% |
| 30D | -37.7% | +8.8% | -46.5% | -38.8% |
| 3M | -16.1% | -10.7% | -5.4% | -15.3% |
| 6M | +13.8% | -19.7% | +33.5% | +15.3% |
| YTD | +88.8% | -61.4% | +150.2% | +139.0% |
| 1Y | +57.8% | -61.6% | +119.4% | +99.2% |
| All | +261.9% | -51.2% | +313.1% | +322.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling