+201.4%
FLUT vs ACM
+233.3%
-31.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -1.1% | +5.4% | -6.4% | -1.8% |
| 30D | +7.7% | +15.1% | -7.4% | +5.7% |
| 3M | -12.2% | -10.5% | -1.7% | -11.1% |
| 6M | -17.6% | -19.7% | +2.1% | -15.5% |
| YTD | -62.0% | -28.8% | -33.2% | -60.5% |
| 1Y | -62.3% | -47.9% | -14.4% | -59.3% |
| 3Y | -52.0% | -12.4% | -39.6% | -51.2% |
| 5Y | -51.8% | +0.6% | -52.3% | -51.5% |
| 10Y | -26.3% | +161.3% | -187.6% | -31.7% |
| All | +201.4% | +233.3% | -31.9% | +156.0% |
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