-63.2%
FLUT vs ACM
-46.6%
-16.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.3% | -3.2% |
| 7D | +4.2% | +9.5% | -5.4% | +1.3% |
| 30D | +8.0% | +14.7% | -6.7% | +3.7% |
| 3M | -22.1% | -9.5% | -12.6% | -21.2% |
| 6M | -21.7% | -18.0% | -3.6% | -19.5% |
| YTD | -62.0% | -27.3% | -34.7% | -59.6% |
| 1Y | -63.2% | -47.0% | -16.2% | -61.7% |
| All | -63.2% | -46.6% | -16.6% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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