-64.1%
FLUT vs AMDL
+133.6%
-197.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.0% | +0.7% |
| 7D | -1.5% | +5.4% | -6.9% | -0.8% |
| 30D | +3.4% | -36.6% | +40.0% | +3.0% |
| 3M | -12.5% | -1.0% | -11.5% | -11.8% |
| 6M | -18.5% | -12.1% | -6.4% | -18.3% |
| YTD | -61.6% | +215.1% | -276.7% | -64.5% |
| 1Y | -64.1% | +130.4% | -194.5% | -65.7% |
| All | -64.1% | +133.6% | -197.7% | -65.7% |
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