+21.2%
ARM vs FLUT
-64.2%
+85.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | -10.4% | -1.5% | -8.9% | -10.4% |
| 30D | -31.8% | +3.4% | -35.3% | -31.8% |
| 3M | -32.2% | -12.5% | -19.8% | -32.2% |
| 6M | -14.9% | -18.5% | +3.6% | -15.8% |
| YTD | +66.0% | -61.6% | +127.7% | +88.0% |
| All | +21.2% | -64.2% | +85.4% | +40.0% |
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