-10.4%
FLUT vs AME
+425.2%
-435.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.2% |
| 7D | -2.6% | +1.3% | -3.9% | -2.9% |
| 30D | +5.4% | -6.6% | +11.9% | +6.9% |
| 3M | -10.8% | +3.0% | -13.7% | -11.8% |
| 6M | -9.2% | +5.3% | -14.5% | -11.0% |
| YTD | -53.8% | +15.4% | -69.2% | -55.8% |
| 1Y | -66.0% | +26.8% | -92.8% | -68.3% |
| 3Y | -44.7% | +56.5% | -101.2% | -50.7% |
| 5Y | -50.6% | +85.2% | -135.8% | -57.5% |
| 10Y | -10.4% | +428.5% | -439.0% | -16.0% |
| All | -10.4% | +425.2% | -435.7% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling