-61.8%
FLUT vs AMDL
+145.7%
-207.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +11.9% | -16.0% | -4.4% |
| 7D | -1.2% | +103.5% | -104.7% | -2.9% |
| 30D | +5.0% | -18.3% | +23.3% | +5.2% |
| 3M | -16.4% | +20.1% | -36.5% | -17.7% |
| 6M | -14.6% | +15.9% | -30.5% | -17.5% |
| YTD | -61.9% | +303.0% | -364.9% | -67.4% |
| 1Y | -65.0% | +164.0% | -229.0% | -69.1% |
| All | -61.8% | +145.7% | -207.4% | -72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling