-52.4%
FLUT vs AHR
+360.2%
-412.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -3.6% | -3.0% | -0.5% | -3.1% |
| 30D | -0.3% | +2.6% | -2.9% | -0.9% |
| 3M | -12.6% | +16.0% | -28.6% | -15.6% |
| 6M | -8.0% | +3.1% | -11.1% | -9.0% |
| YTD | -54.1% | +16.0% | -70.2% | -55.9% |
| 1Y | -66.1% | +28.0% | -94.1% | -68.4% |
| All | -52.4% | +360.2% | -412.6% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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