-52.0%
FLUT vs AFRM
+203.8%
-255.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.1% |
| 7D | -1.1% | -7.3% | +6.2% | +0.1% |
| 30D | +7.7% | -9.6% | +17.3% | +9.3% |
| 3M | -12.2% | -11.1% | -1.1% | -10.7% |
| 6M | -17.6% | +3.9% | -21.4% | -18.9% |
| YTD | -62.0% | -8.5% | -53.5% | -62.3% |
| 1Y | -62.3% | +3.3% | -65.5% | -63.2% |
| 3Y | -52.0% | +213.7% | -265.7% | -56.9% |
| All | -52.0% | +203.8% | -255.7% | -56.9% |
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