-59.6%
FLUT vs AFRM
-16.7%
-42.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -0.7% | -4.4% | +3.7% | +0.5% |
| 30D | +9.3% | -7.7% | +16.9% | +11.0% |
| 3M | -17.5% | -16.9% | -0.6% | -14.1% |
| 6M | -14.6% | +2.5% | -17.1% | -16.5% |
| YTD | -62.3% | -12.5% | -49.8% | -64.2% |
| 1Y | -59.6% | -11.0% | -48.6% | -61.2% |
| All | -59.6% | -16.7% | -42.9% | -61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling