+199.0%
AMD vs FLUT
-50.5%
+249.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.5% | +12.6% | +11.4% |
| 7D | -11.0% | -1.1% | -10.0% | -11.2% |
| 30D | -30.5% | +7.7% | -38.2% | -32.2% |
| 3M | -8.2% | -12.2% | +3.9% | -6.8% |
| 6M | +6.6% | -17.6% | +24.1% | +7.8% |
| YTD | +109.7% | -62.0% | +171.7% | +168.1% |
| 1Y | +88.9% | -62.3% | +151.2% | +141.1% |
| 3Y | +301.8% | -52.0% | +353.8% | +359.2% |
| All | +199.0% | -50.5% | +249.6% | +187.9% |
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