+19.3%
ARM vs FLUT
-63.1%
+82.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -3.0% | -5.4% |
| 7D | -18.7% | +4.2% | -22.8% | -18.6% |
| 30D | -36.7% | +8.0% | -44.7% | -36.6% |
| 3M | -31.6% | -22.1% | -9.6% | -31.4% |
| 6M | -5.6% | -21.7% | +16.1% | -6.3% |
| YTD | +75.5% | -62.0% | +137.4% | +94.3% |
| 1Y | +19.3% | -63.2% | +82.5% | +33.0% |
| All | +19.3% | -63.1% | +82.5% | +33.0% |
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