-49.8%
FLUT vs AMC
-99.2%
+49.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.8% |
| 7D | -0.7% | +3.5% | -4.2% | -0.9% |
| 30D | +9.3% | +12.5% | -3.2% | +8.2% |
| 3M | -17.5% | +23.6% | -41.1% | -19.1% |
| 6M | -14.6% | +144.4% | -159.0% | -20.9% |
| YTD | -62.3% | +108.3% | -170.6% | -64.9% |
| 1Y | -59.6% | +38.9% | -98.5% | -61.5% |
| 3Y | -45.3% | -58.9% | +13.6% | -45.5% |
| All | -49.8% | -99.2% | +49.4% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 5y: compounded portfolio wealth divided by compounded AMC 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…
5y analysis · Full analysis span regression · 6 months rolling