-60.6%
FLUT vs AFRM
-27.4%
-33.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.0% |
| 7D | -1.5% | -8.4% | +6.9% | -0.4% |
| 30D | +3.4% | -18.3% | +21.7% | +6.0% |
| 3M | -12.5% | -12.7% | +0.2% | -11.1% |
| 6M | -18.5% | +3.0% | -21.5% | -19.4% |
| YTD | -61.6% | -11.4% | -50.2% | -61.5% |
| 1Y | -64.1% | -13.3% | -50.8% | -63.9% |
| 3Y | -44.5% | +194.0% | -238.5% | -53.8% |
| 5Y | -51.3% | -50.6% | -0.7% | -59.7% |
| All | -60.6% | -27.4% | -33.1% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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