+214.2%
ARM vs FLUT
-53.3%
+267.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.4% | -0.6% |
| 7D | +19.8% | -1.2% | +21.0% | +20.3% |
| 30D | -21.8% | +5.0% | -26.8% | -23.3% |
| 3M | -26.5% | -16.4% | -10.1% | -23.6% |
| 6M | -3.9% | -14.6% | +10.7% | -3.4% |
| YTD | +82.8% | -61.9% | +144.6% | +158.9% |
| 1Y | +34.3% | -65.0% | +99.3% | +97.5% |
| 3Y | +282.2% | -44.8% | +327.0% | +369.7% |
| All | +214.2% | -53.3% | +267.5% | +291.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling