+133.5%
AMT vs FLUT
-22.9%
+156.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.3% |
| 7D | -2.4% | +4.5% | -6.9% | -2.6% |
| 30D | +4.2% | +9.2% | -5.0% | +3.6% |
| 3M | +13.4% | -13.7% | +27.1% | +14.2% |
| 6M | +9.4% | -9.0% | +18.4% | +9.8% |
| YTD | +11.7% | -60.2% | +71.9% | +16.8% |
| 1Y | +7.1% | -63.1% | +70.3% | +12.4% |
| 3Y | +15.1% | -42.5% | +57.5% | +16.4% |
| 5Y | -17.9% | -47.6% | +29.7% | -17.9% |
| 10Y | +133.5% | -22.9% | +156.4% | +135.3% |
| All | +133.5% | -22.9% | +156.4% | +135.3% |
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