-47.6%
FLUT vs AFRM
-58.9%
+11.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +3.2% |
| 7D | +4.5% | -10.3% | +14.8% | +6.2% |
| 30D | +9.2% | -13.7% | +22.9% | +11.5% |
| 3M | -13.7% | -11.6% | -2.1% | -12.3% |
| 6M | -9.0% | +2.1% | -11.1% | -10.1% |
| YTD | -60.2% | -8.9% | -51.4% | -60.3% |
| 1Y | -63.1% | -9.7% | -53.4% | -63.2% |
| 3Y | -42.5% | +202.5% | -244.9% | -54.5% |
| 5Y | -47.6% | -55.3% | +7.8% | -54.5% |
| All | -47.6% | -58.9% | +11.4% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling