-44.3%
FLUT vs AMCR
+8.5%
-52.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.4% | -0.8% |
| 7D | -2.6% | -6.3% | +3.7% | -1.2% |
| 30D | +5.4% | -7.1% | +12.5% | +7.1% |
| 3M | -10.8% | +12.7% | -23.4% | -13.0% |
| 6M | -9.2% | +5.2% | -14.4% | -10.4% |
| YTD | -53.8% | +8.1% | -61.9% | -55.1% |
| 1Y | -66.0% | +11.7% | -77.7% | -67.3% |
| All | -44.3% | +8.5% | -52.8% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling