-9.2%
FLUT vs ADM
+158.6%
-167.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | +6.3% | +11.0% | -4.7% | +5.0% |
| 3M | -4.0% | +6.0% | -10.1% | -4.8% |
| 6M | -10.3% | +26.9% | -37.2% | -12.8% |
| YTD | -53.2% | +50.0% | -103.2% | -55.4% |
| 1Y | -65.0% | +39.6% | -104.6% | -66.5% |
| 3Y | -43.9% | +18.5% | -62.4% | -45.8% |
| 5Y | -49.2% | +62.6% | -111.8% | -52.0% |
| 10Y | -9.2% | +162.4% | -171.6% | -13.1% |
| All | -9.2% | +158.6% | -167.8% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling