+174.6%
ARM vs FLUT
-53.5%
+228.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.3% | +5.2% |
| 7D | -15.2% | -1.1% | -14.1% | -15.2% |
| 30D | -40.7% | +7.7% | -48.4% | -42.4% |
| 3M | -39.1% | -12.2% | -26.9% | -37.8% |
| 6M | -26.4% | -17.6% | -8.8% | -25.3% |
| YTD | +59.7% | -62.0% | +121.8% | +126.3% |
| 1Y | +10.3% | -62.3% | +72.6% | +55.6% |
| 3Y | +228.9% | -52.0% | +280.8% | +319.7% |
| All | +174.6% | -53.5% | +228.1% | +242.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling