-60.4%
FLUT vs AFRM
-23.4%
-37.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.8% | +9.3% | +2.5% |
| 7D | +4.8% | -6.9% | +11.7% | +5.7% |
| 30D | +8.8% | -7.0% | +15.8% | +9.7% |
| 3M | -10.7% | -11.2% | +0.5% | -9.5% |
| 6M | -19.7% | +4.3% | -24.0% | -20.7% |
| YTD | -61.4% | -6.4% | -55.0% | -61.6% |
| 1Y | -61.6% | -2.6% | -59.0% | -62.0% |
| 3Y | -51.4% | +210.6% | -262.0% | -60.0% |
| 5Y | -51.0% | -57.6% | +6.6% | -59.6% |
| All | -60.4% | -23.4% | -37.0% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling