+11,421.4%
AMD vs FLUT
+1,685.4%
+9,735.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.4% | -18.7% | -17.4% |
| 7D | -28.6% | +4.8% | -33.4% | -29.0% |
| 30D | -37.7% | +8.8% | -46.5% | -38.3% |
| 3M | -16.1% | -10.7% | -5.4% | -15.7% |
| 6M | +13.8% | -19.7% | +33.5% | +14.7% |
| YTD | +88.8% | -61.4% | +150.2% | +103.0% |
| 1Y | +57.8% | -61.6% | +119.4% | +69.6% |
| 3Y | +260.3% | -51.4% | +311.7% | +278.7% |
| 5Y | +196.6% | -51.0% | +247.6% | +206.0% |
| 10Y | +6,064.6% | -25.2% | +6,089.8% | +6,156.0% |
| All | +11,421.4% | +1,685.4% | +9,735.9% | +10,605.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling