-50.6%
FLUT vs AMCR
-10.2%
-40.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.4% | -0.5% |
| 7D | -2.6% | -6.3% | +3.7% | -0.6% |
| 30D | +5.4% | -7.1% | +12.5% | +7.9% |
| 3M | -10.8% | +12.7% | -23.4% | -14.3% |
| 6M | -9.2% | +5.2% | -14.4% | -11.2% |
| YTD | -53.8% | +8.1% | -61.9% | -55.7% |
| 1Y | -66.0% | +11.7% | -77.7% | -67.9% |
| 3Y | -44.7% | +9.9% | -54.6% | -49.2% |
| 5Y | -50.6% | -8.7% | -41.9% | -52.0% |
| All | -50.6% | -10.2% | -40.4% | -52.0% |
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 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