-9.7%
FLUT vs ACM
+129.8%
-139.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -1.6% | -3.7% | +2.1% | -0.8% |
| 30D | +7.7% | -11.1% | +18.9% | +10.2% |
| 3M | -0.7% | -8.0% | +7.3% | +0.7% |
| 6M | -11.2% | -29.7% | +18.5% | -4.7% |
| YTD | -53.4% | -29.4% | -24.1% | -50.1% |
| 1Y | -65.8% | -46.4% | -19.3% | -61.3% |
| 3Y | -44.9% | -22.3% | -22.6% | -42.4% |
| 5Y | -49.7% | +4.5% | -54.2% | -49.4% |
| All | -9.7% | +129.8% | -139.5% | -12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling