+24,770.6%
AMT vs FLUT
+1,658.1%
+23,112.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.1% | -2.6% |
| 7D | +0.5% | -1.1% | +1.6% | +0.6% |
| 30D | +13.6% | +7.7% | +5.9% | +13.3% |
| 3M | +11.5% | -12.2% | +23.6% | +11.8% |
| 6M | +6.9% | -17.6% | +24.5% | +7.5% |
| YTD | +10.8% | -62.0% | +72.8% | +13.8% |
| 1Y | +10.3% | -62.3% | +72.6% | +13.2% |
| 3Y | +12.4% | -52.0% | +64.4% | +14.0% |
| 5Y | -20.1% | -51.8% | +31.7% | -19.6% |
| 10Y | +116.8% | -26.3% | +143.2% | +116.0% |
| All | +24,770.6% | +1,658.1% | +23,112.5% | +25,897.9% |
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