+24.6%
FLUT vs AMC
-98.1%
+122.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.5% | -2.2% |
| 7D | -1.6% | +2.3% | -4.0% | -1.7% |
| 30D | +7.7% | -0.7% | +8.5% | +7.7% |
| 3M | -0.7% | +35.2% | -35.9% | -1.2% |
| 6M | -11.2% | +124.6% | -135.7% | -12.2% |
| YTD | -53.4% | +69.9% | -123.3% | -53.9% |
| 1Y | -65.8% | -2.6% | -63.2% | -65.9% |
| 3Y | -44.9% | -79.8% | +34.8% | -44.9% |
| 5Y | -49.7% | -99.4% | +49.7% | -49.6% |
| 10Y | -9.7% | -98.9% | +89.2% | -2.8% |
| All | +24.6% | -98.1% | +122.7% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling