-64.1%
FLUT vs AFRM
-13.0%
-51.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.5% |
| 7D | -1.5% | -8.4% | +6.9% | +0.6% |
| 30D | +3.4% | -18.3% | +21.7% | +9.0% |
| 3M | -12.5% | -12.7% | +0.2% | -9.7% |
| 6M | -18.5% | +3.0% | -21.5% | -21.0% |
| YTD | -61.6% | -11.4% | -50.2% | -62.9% |
| 1Y | -64.1% | -13.3% | -50.8% | -63.7% |
| All | -64.1% | -13.0% | -51.1% | -63.7% |
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