-9.3%
FLUT vs AMCR
+14.6%
-23.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | +0.4% | -6.3% | +6.7% | +1.7% |
| 30D | +2.5% | -7.8% | +10.3% | +4.2% |
| 3M | -9.2% | +7.5% | -16.8% | -10.6% |
| 6M | -8.2% | +2.7% | -10.9% | -9.1% |
| YTD | -53.2% | +6.0% | -59.3% | -54.2% |
| 1Y | -65.6% | +7.8% | -73.4% | -66.4% |
| 3Y | -43.6% | +5.8% | -49.4% | -45.2% |
| 5Y | -50.3% | -11.6% | -38.7% | -50.2% |
| All | -9.3% | +14.6% | -23.9% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling