+9.0%
AMZN vs FLUT
-63.4%
+72.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.4% |
| 7D | +8.0% | -1.5% | +9.5% | +8.2% |
| 30D | +3.2% | +3.4% | -0.2% | +2.7% |
| 3M | -2.6% | -12.5% | +9.9% | -1.2% |
| 6M | -0.7% | -18.5% | +17.8% | +1.5% |
| YTD | +17.4% | -61.6% | +79.0% | +29.4% |
| 1Y | +9.0% | -64.1% | +73.1% | +21.1% |
| All | +9.0% | -63.4% | +72.5% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling