-63.2%
FLUT vs ALM
+44.8%
-108.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.3% |
| 7D | +4.2% | -6.4% | +10.5% | +4.0% |
| 30D | +8.0% | -35.0% | +43.0% | +7.2% |
| 3M | -22.1% | -33.8% | +11.7% | -22.5% |
| 6M | -21.7% | -55.0% | +33.3% | -22.4% |
| YTD | -62.0% | -0.2% | -61.7% | -64.6% |
| 1Y | -63.2% | +41.8% | -104.9% | -68.4% |
| All | -63.2% | +44.8% | -108.0% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling