-59.6%
FLUT vs AMDL
+130.1%
-189.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -17.6% | +16.5% | -1.7% |
| 7D | -0.7% | +37.2% | -37.9% | +0.9% |
| 30D | +9.3% | -24.0% | +33.3% | +9.4% |
| 3M | -17.5% | -1.0% | -16.5% | -16.4% |
| 6M | -14.6% | -3.2% | -11.4% | -13.6% |
| YTD | -62.3% | +232.2% | -294.5% | -63.2% |
| 1Y | -59.6% | +137.7% | -197.4% | -60.3% |
| All | -59.6% | +130.1% | -189.7% | -60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling