+199.6%
ARM vs FLUT
-53.8%
+253.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.3% |
| 7D | +9.1% | -0.7% | +9.8% | +9.4% |
| 30D | -19.9% | +9.3% | -29.2% | -22.4% |
| 3M | -31.6% | -17.5% | -14.1% | -28.6% |
| 6M | -13.9% | -14.6% | +0.7% | -13.5% |
| YTD | +74.3% | -62.3% | +136.6% | +147.6% |
| 1Y | +35.8% | -59.6% | +95.4% | +86.1% |
| 3Y | +268.6% | -45.3% | +313.9% | +354.1% |
| All | +199.6% | -53.8% | +253.4% | +274.4% |
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