-52.0%
FLUT vs ALM
+825.4%
-877.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.7% | -1.6% |
| 7D | -1.1% | -6.7% | +5.6% | -1.0% |
| 30D | +7.7% | -32.9% | +40.6% | +8.4% |
| 3M | -12.2% | -39.5% | +27.3% | -11.5% |
| 6M | -17.6% | -62.0% | +44.4% | -16.3% |
| YTD | -62.0% | -7.8% | -54.2% | -63.0% |
| 1Y | -62.3% | +26.7% | -88.9% | -63.8% |
| 3Y | -52.0% | +825.4% | -877.3% | -61.9% |
| All | -52.0% | +825.4% | -877.3% | -61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling