-13.5%
AMT vs FLUT
-52.1%
+38.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +1.5% | -0.7% | +2.2% | +1.5% |
| 30D | +6.8% | +9.3% | -2.4% | +6.1% |
| 3M | +11.2% | -17.5% | +28.7% | +12.6% |
| 6M | +12.5% | -14.6% | +27.1% | +13.6% |
| YTD | +12.5% | -62.3% | +74.8% | +19.7% |
| 1Y | +10.1% | -59.6% | +69.7% | +16.5% |
| 3Y | +16.0% | -45.3% | +61.3% | +16.9% |
| All | -13.5% | -52.1% | +38.6% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling