-65.0%
FLUT vs ALM
+347.8%
-412.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.8% | -8.2% | +0.7% |
| 7D | +3.8% | +8.4% | -4.6% | +3.9% |
| 30D | +6.3% | +34.8% | -28.5% | +6.8% |
| 3M | -4.0% | +16.2% | -20.3% | -3.5% |
| 6M | -10.3% | +2.1% | -12.4% | -10.4% |
| YTD | -53.2% | +117.0% | -170.2% | -55.5% |
| 1Y | -65.0% | +313.9% | -378.9% | -69.8% |
| All | -65.0% | +347.8% | -412.8% | -69.8% |
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