+22.7%
FLUT vs ALM
+7,705.7%
-7,683.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.2% |
| 7D | -1.6% | -2.6% | +1.0% | -1.6% |
| 30D | +7.7% | +32.0% | -24.3% | +7.7% |
| 3M | -0.7% | -15.0% | +14.3% | -0.7% |
| 6M | -11.2% | -10.1% | -1.0% | -11.2% |
| YTD | -53.4% | +99.4% | -152.9% | -53.5% |
| 1Y | -65.8% | +316.4% | -382.1% | -65.8% |
| 3Y | -44.9% | +2,022.0% | -2,066.9% | -45.0% |
| 5Y | -49.7% | +941.2% | -990.9% | -49.8% |
| 10Y | -9.7% | +2,950.3% | -2,960.1% | -9.7% |
| All | +22.7% | +7,705.7% | -7,683.0% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling