-60.1%
FLUT vs AMDL
+119.6%
-179.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +14.3% | -10.7% | +3.3% |
| 7D | +4.5% | +18.5% | -14.0% | +3.8% |
| 30D | +9.2% | -24.2% | +33.4% | +9.6% |
| 3M | -13.7% | +11.5% | -25.1% | -14.9% |
| 6M | -9.0% | -1.0% | -8.0% | -11.6% |
| YTD | -60.2% | +260.3% | -320.5% | -65.9% |
| 1Y | -63.1% | +178.2% | -241.3% | -67.8% |
| All | -60.1% | +119.6% | -179.7% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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