-45.3%
FLUT vs ACM
-9.1%
-36.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -0.7% | +5.6% | -6.3% | -3.0% |
| 30D | +9.3% | +20.8% | -11.6% | +0.8% |
| 3M | -17.5% | +11.4% | -28.9% | -21.2% |
| 6M | -14.6% | +0.9% | -15.6% | -16.1% |
| YTD | -62.3% | -24.8% | -37.5% | -58.1% |
| 1Y | -59.6% | -46.4% | -13.2% | -47.5% |
| 3Y | -45.3% | -9.2% | -36.1% | -50.8% |
| All | -45.3% | -9.1% | -36.2% | -50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling