+331.1%
AMD vs FLUT
-44.8%
+375.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.5% |
| 3M | -8.7% | -0.7% | -8.0% | -10.0% |
| 6M | +136.3% | -11.2% | +147.5% | +138.4% |
| YTD | +123.0% | -53.4% | +176.4% | +172.3% |
| 1Y | +195.2% | -65.8% | +260.9% | +296.9% |
| All | +331.1% | -44.8% | +375.9% | +378.0% |
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