+1.7%
FLUT vs AMC
-97.7%
+99.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.5% | -1.6% |
| 7D | -1.1% | +2.6% | -3.7% | -1.1% |
| 30D | +7.7% | +9.0% | -1.3% | +7.6% |
| 3M | -12.2% | +22.2% | -34.3% | -12.5% |
| 6M | -17.6% | +91.5% | -109.0% | -18.4% |
| YTD | -62.0% | +101.3% | -163.3% | -62.5% |
| 1Y | -62.3% | +20.8% | -83.0% | -62.5% |
| 3Y | -52.0% | -71.3% | +19.4% | -52.1% |
| 5Y | -51.8% | -99.2% | +47.5% | -51.8% |
| 10Y | -26.3% | -98.7% | +72.4% | -20.8% |
| All | +1.7% | -97.7% | +99.4% | +6.5% |
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