+35.8%
ARM vs FLUT
-63.2%
+99.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.7% |
| 7D | +9.1% | -0.7% | +9.8% | +9.1% |
| 30D | -19.9% | +9.3% | -29.2% | -19.6% |
| 3M | -31.6% | -17.5% | -14.1% | -31.9% |
| 6M | -13.9% | -14.6% | +0.7% | -15.9% |
| YTD | +74.3% | -62.3% | +136.6% | +80.6% |
| 1Y | +35.8% | -59.6% | +95.4% | +41.5% |
| All | +35.8% | -63.2% | +99.0% | +41.5% |
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