+8.3%
AMT vs FLUT
-44.8%
+53.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | -0.2% | -1.6% | +1.4% | -0.1% |
| 30D | +4.6% | +7.7% | -3.1% | +4.2% |
| 3M | -8.4% | -0.7% | -7.7% | -8.4% |
| 6M | -6.0% | -11.2% | +5.1% | -5.9% |
| YTD | +2.1% | -53.4% | +55.6% | +4.3% |
| 1Y | -6.4% | -65.8% | +59.4% | -3.5% |
| All | +8.3% | -44.8% | +53.1% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling