+269.3%
FLUT vs ACM
+230.8%
+38.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -1.6% | -3.7% | +2.1% | -1.1% |
| 30D | +7.7% | -11.1% | +18.9% | +9.2% |
| 3M | -0.7% | -8.0% | +7.3% | +0.2% |
| 6M | -11.2% | -29.7% | +18.5% | -7.4% |
| YTD | -53.4% | -29.4% | -24.1% | -51.5% |
| 1Y | -65.8% | -46.4% | -19.3% | -63.2% |
| 3Y | -44.9% | -22.3% | -22.6% | -43.4% |
| 5Y | -49.7% | +4.5% | -54.2% | -49.6% |
| 10Y | -9.7% | +127.6% | -137.4% | -15.4% |
| All | +269.3% | +230.8% | +38.5% | +214.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling