-9.2%
FLUT vs ACM
+128.0%
-137.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +3.8% | -0.3% | +4.1% | +3.9% |
| 30D | +6.3% | -12.9% | +19.2% | +9.2% |
| 3M | -4.0% | -6.4% | +2.3% | -3.0% |
| 6M | -10.3% | -29.2% | +18.9% | -3.9% |
| YTD | -53.2% | -29.9% | -23.2% | -49.8% |
| 1Y | -65.0% | -47.3% | -17.8% | -60.4% |
| 3Y | -43.9% | -19.6% | -24.3% | -41.6% |
| 5Y | -49.2% | +5.5% | -54.8% | -48.9% |
| 10Y | -9.2% | +129.7% | -138.9% | -11.3% |
| All | -9.2% | +128.0% | -137.1% | -11.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling