+2,054.3%
FLUT vs ADM
+1,083.3%
+970.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.6% | +3.8% | -5.4% | -1.9% |
| 30D | +7.7% | +9.8% | -2.0% | +7.2% |
| 3M | -0.7% | +2.1% | -2.8% | -0.9% |
| 6M | -11.2% | +27.5% | -38.7% | -12.5% |
| YTD | -53.4% | +50.2% | -103.7% | -54.6% |
| 1Y | -65.8% | +40.6% | -106.4% | -66.5% |
| 3Y | -44.9% | +17.2% | -62.2% | -45.9% |
| 5Y | -49.7% | +61.9% | -111.6% | -51.2% |
| 10Y | -9.7% | +159.3% | -169.0% | -13.8% |
| All | +2,054.3% | +1,083.3% | +970.9% | +2,025.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling