+22,818.1%
AMT vs FLUT
+2,054.3%
+20,763.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | -0.2% | -1.6% | +1.4% | -0.2% |
| 30D | +4.6% | +7.7% | -3.1% | +4.4% |
| 3M | -8.4% | -0.7% | -7.7% | -8.5% |
| 6M | -6.0% | -11.2% | +5.1% | -5.8% |
| YTD | +2.1% | -53.4% | +55.6% | +4.2% |
| 1Y | -6.4% | -65.8% | +59.4% | -3.7% |
| 3Y | +8.1% | -44.9% | +53.0% | +9.1% |
| 5Y | -31.9% | -49.7% | +17.8% | -31.7% |
| 10Y | +97.1% | -9.7% | +106.8% | +95.2% |
| All | +22,818.1% | +2,054.3% | +20,763.9% | +23,713.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling