-51.0%
FLUT vs ACM
-2.7%
-48.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -1.1% | +5.4% | -6.4% | -3.7% |
| 30D | +7.7% | +15.1% | -7.4% | +0.5% |
| 3M | -12.2% | -10.5% | -1.7% | -8.2% |
| 6M | -17.6% | -19.7% | +2.1% | -9.6% |
| YTD | -62.0% | -28.8% | -33.2% | -55.8% |
| 1Y | -62.3% | -47.9% | -14.4% | -48.2% |
| 3Y | -52.0% | -12.4% | -39.6% | -53.5% |
| All | -51.0% | -2.7% | -48.3% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling