+296.4%
ARM vs FLUT
-43.0%
+339.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.2% | +6.1% | +4.6% |
| 7D | +5.5% | -1.6% | +7.1% | +5.9% |
| 30D | -8.2% | +7.7% | -15.9% | -11.0% |
| 3M | -35.9% | -0.7% | -35.2% | -37.6% |
| 6M | +103.1% | -11.2% | +114.3% | +105.5% |
| YTD | +130.6% | -53.4% | +184.1% | +210.3% |
| 1Y | +86.1% | -65.8% | +151.8% | +188.7% |
| All | +296.4% | -43.0% | +339.4% | +369.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling