+31,139.9%
AMZN vs FLUT
+2,054.3%
+29,085.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -3.0% | -1.6% | -1.3% | -2.9% |
| 30D | -5.2% | +7.7% | -12.9% | -5.7% |
| 3M | +1.9% | -0.7% | +2.6% | +1.8% |
| 6M | +19.2% | -11.2% | +30.4% | +19.8% |
| YTD | +12.0% | -53.4% | +65.4% | +16.8% |
| 1Y | +9.7% | -65.8% | +75.4% | +16.3% |
| 3Y | +87.2% | -44.9% | +132.1% | +92.9% |
| 5Y | +48.7% | -49.7% | +98.3% | +51.1% |
| 10Y | +569.3% | -9.7% | +579.0% | +575.9% |
| All | +31,139.9% | +2,054.3% | +29,085.6% | +34,059.9% |
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