-52.0%
FLUT vs AME
+62.2%
-114.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.1% | -2.2% |
| 7D | -1.1% | -5.2% | +4.1% | +0.2% |
| 30D | +7.7% | -8.0% | +15.7% | +9.8% |
| 3M | -12.2% | -8.9% | -3.3% | -10.3% |
| 6M | -17.6% | -5.0% | -12.6% | -17.5% |
| YTD | -62.0% | +11.9% | -73.9% | -65.4% |
| 1Y | -62.3% | +16.6% | -78.9% | -66.4% |
| 3Y | -52.0% | +62.5% | -114.4% | -63.8% |
| All | -52.0% | +62.2% | -114.2% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling