+94.2%
AMT vs FLUT
-9.7%
+103.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | -0.2% | -1.6% | +1.4% | -0.1% |
| 30D | +4.6% | +7.7% | -3.1% | +4.1% |
| 3M | -8.4% | -0.7% | -7.7% | -8.5% |
| 6M | -6.0% | -11.2% | +5.1% | -5.7% |
| YTD | +2.1% | -53.4% | +55.6% | +5.9% |
| 1Y | -6.4% | -65.8% | +59.4% | -1.4% |
| 3Y | +8.1% | -44.9% | +53.0% | +9.7% |
| 5Y | -31.9% | -49.7% | +17.8% | -32.1% |
| All | +94.2% | -9.7% | +103.9% | +93.5% |
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 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