-61.2%
FLUT vs AFRM
-28.4%
-32.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -0.7% | -4.4% | +3.7% | -0.1% |
| 30D | +9.3% | -7.7% | +16.9% | +10.2% |
| 3M | -17.5% | -16.9% | -0.6% | -15.6% |
| 6M | -14.6% | +2.5% | -17.1% | -15.4% |
| YTD | -62.3% | -12.5% | -49.8% | -62.1% |
| 1Y | -59.6% | -11.0% | -48.6% | -59.6% |
| 3Y | -45.3% | +184.6% | -229.9% | -54.3% |
| 5Y | -50.4% | -56.3% | +5.9% | -58.8% |
| All | -61.2% | -28.4% | -32.9% | -69.1% |
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