-10.4%
FLUT vs ALM
+3,082.3%
-3,092.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.8% | -1.3% |
| 7D | -2.6% | +3.6% | -6.2% | -2.6% |
| 30D | +5.4% | +33.8% | -28.4% | +5.0% |
| 3M | -10.8% | +14.8% | -25.5% | -11.0% |
| 6M | -9.2% | -7.0% | -2.3% | -9.4% |
| YTD | -53.8% | +108.1% | -161.9% | -54.6% |
| 1Y | -66.0% | +313.8% | -379.7% | -67.0% |
| 3Y | -44.7% | +2,227.6% | -2,272.3% | -47.9% |
| 5Y | -50.6% | +956.6% | -1,007.2% | -53.2% |
| 10Y | -10.4% | +3,082.3% | -3,092.7% | -14.1% |
| All | -10.4% | +3,082.3% | -3,092.7% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling