-49.8%
FLUT vs AMCR
-9.1%
-40.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.7% | -2.4% | +1.7% | +0.1% |
| 30D | +9.3% | +3.6% | +5.7% | +8.0% |
| 3M | -17.5% | -4.2% | -13.3% | -16.3% |
| 6M | -14.6% | +15.5% | -30.1% | -18.9% |
| YTD | -62.3% | +9.7% | -72.0% | -64.0% |
| 1Y | -59.6% | +8.3% | -67.9% | -61.4% |
| 3Y | -45.3% | +15.4% | -60.7% | -51.0% |
| All | -49.8% | -9.1% | -40.7% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling