+20.3%
ARM vs FLUT
-63.7%
+84.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.3% | +6.7% |
| 7D | -5.3% | -6.5% | +1.1% | -5.6% |
| 30D | -30.0% | +2.8% | -32.8% | -30.0% |
| 3M | -34.1% | -13.5% | -20.6% | -34.0% |
| 6M | -12.6% | -19.0% | +6.3% | -13.6% |
| YTD | +70.4% | -61.9% | +132.3% | +91.6% |
| All | +20.3% | -63.7% | +84.0% | +37.5% |
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