-59.6%
FLUT vs AME
+24.0%
-83.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -0.9% |
| 7D | -0.7% | +5.9% | -6.6% | +0.4% |
| 30D | +9.3% | -1.9% | +11.2% | +9.0% |
| 3M | -17.5% | -5.4% | -12.1% | -17.9% |
| 6M | -14.6% | +4.9% | -19.5% | -14.4% |
| YTD | -62.3% | +18.5% | -80.7% | -65.5% |
| 1Y | -59.6% | +25.5% | -85.1% | -64.2% |
| All | -59.6% | +24.0% | -83.7% | -64.2% |
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