-63.2%
FLUT vs AME
+21.1%
-84.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -3.1% |
| 7D | +4.2% | -4.4% | +8.6% | +3.5% |
| 30D | +8.0% | -5.9% | +13.9% | +7.2% |
| 3M | -22.1% | -6.5% | -15.5% | -22.6% |
| 6M | -21.7% | +3.2% | -24.9% | -22.5% |
| YTD | -62.0% | +16.0% | -78.0% | -66.9% |
| 1Y | -63.2% | +20.4% | -83.6% | -69.5% |
| All | -63.2% | +21.1% | -84.3% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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