-52.0%
FLUT vs ADM
+6.1%
-58.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -1.1% | -9.0% | +7.9% | -0.3% |
| 30D | +7.7% | -14.0% | +21.7% | +9.0% |
| 3M | -12.2% | -9.2% | -3.0% | -11.6% |
| 6M | -17.6% | -9.2% | -8.4% | -17.0% |
| YTD | -62.0% | +24.2% | -86.2% | -62.9% |
| 1Y | -62.3% | +27.0% | -89.2% | -63.3% |
| 3Y | -52.0% | +6.6% | -58.6% | -54.2% |
| All | -52.0% | +6.1% | -58.0% | -54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling