-26.1%
FLUT vs ACM
+147.1%
-173.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.8% | -0.9% |
| 7D | -6.5% | +6.9% | -13.4% | -8.0% |
| 30D | +2.8% | +19.1% | -16.3% | -1.4% |
| 3M | -13.5% | -6.9% | -6.5% | -12.4% |
| 6M | -19.0% | -12.0% | -6.9% | -17.3% |
| YTD | -61.9% | -25.1% | -36.7% | -59.7% |
| 1Y | -63.2% | -45.4% | -17.8% | -58.5% |
| 3Y | -46.0% | -6.9% | -39.1% | -45.4% |
| 5Y | -51.8% | +3.7% | -55.5% | -51.9% |
| 10Y | -26.1% | +135.8% | -161.8% | -29.4% |
| All | -26.1% | +147.1% | -173.2% | -29.4% |
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