-52.1%
FLUT vs AHR
+357.7%
-409.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -1.1% |
| 7D | -2.6% | -4.3% | +1.7% | -1.8% |
| 30D | +5.4% | -3.1% | +8.4% | +5.8% |
| 3M | -10.8% | +15.7% | -26.4% | -13.8% |
| 6M | -9.2% | +4.1% | -13.3% | -10.4% |
| YTD | -53.8% | +15.4% | -69.2% | -55.6% |
| 1Y | -66.0% | +28.0% | -93.9% | -68.3% |
| All | -52.1% | +357.7% | -409.8% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling