-43.9%
FLUT vs ACM
-21.7%
-22.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -1.6% | -3.7% | +2.1% | -0.1% |
| 30D | +7.7% | -11.1% | +18.9% | +12.3% |
| 3M | -0.7% | -8.0% | +7.3% | +1.8% |
| 6M | -11.2% | -29.7% | +18.5% | +2.3% |
| YTD | -53.4% | -29.4% | -24.1% | -46.7% |
| 1Y | -65.8% | -46.4% | -19.3% | -55.9% |
| All | -43.9% | -21.7% | -22.2% | -44.4% |
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 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