+124.5%
AMT vs FLUT
-26.1%
+150.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | +0.4% | -6.5% | +6.8% | +0.8% |
| 30D | +3.7% | +2.8% | +0.9% | +3.5% |
| 3M | +10.7% | -13.5% | +24.2% | +11.5% |
| 6M | +9.3% | -19.0% | +28.2% | +10.3% |
| YTD | +10.9% | -61.9% | +72.8% | +16.3% |
| 1Y | +10.5% | -63.2% | +73.8% | +16.0% |
| 3Y | +15.5% | -46.0% | +61.6% | +17.3% |
| 5Y | -20.6% | -51.8% | +31.2% | -20.3% |
| 10Y | +124.5% | -26.1% | +150.6% | +126.2% |
| All | +124.5% | -26.1% | +150.6% | +126.2% |
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