-43.9%
FLUT vs AFRM
+232.3%
-276.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.7% |
| 7D | -1.6% | -7.0% | +5.3% | -0.4% |
| 30D | +7.7% | -7.8% | +15.5% | +9.2% |
| 3M | -0.7% | +5.3% | -6.0% | -2.0% |
| 6M | -11.2% | +42.6% | -53.8% | -17.3% |
| YTD | -53.4% | -2.8% | -50.7% | -54.1% |
| 1Y | -65.8% | -19.3% | -46.5% | -65.5% |
| All | -43.9% | +232.3% | -276.2% | -55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling