-26.8%
FLUT vs ADM
+133.7%
-160.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.3% |
| 7D | -0.7% | +4.2% | -4.9% | -1.2% |
| 30D | +9.3% | -12.8% | +22.1% | +10.9% |
| 3M | -17.5% | -8.5% | -9.0% | -16.8% |
| 6M | -14.6% | -10.9% | -3.7% | -13.7% |
| YTD | -62.3% | +29.4% | -91.7% | -63.6% |
| 1Y | -59.6% | +27.5% | -87.2% | -61.0% |
| 3Y | -45.3% | +10.3% | -55.6% | -46.8% |
| 5Y | -50.4% | +27.4% | -77.8% | -52.2% |
| All | -26.8% | +133.7% | -160.6% | -25.7% |
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