-43.1%
FLUT vs AME
+54.4%
-97.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.7% |
| 7D | -1.6% | +0.6% | -2.3% | -1.8% |
| 30D | +7.7% | -6.7% | +14.4% | +10.2% |
| 3M | -0.7% | +4.1% | -4.8% | -3.2% |
| 6M | -11.2% | +1.6% | -12.7% | -13.0% |
| YTD | -53.4% | +16.1% | -69.6% | -57.7% |
| 1Y | -65.8% | +27.3% | -93.1% | -70.5% |
| All | -43.1% | +54.4% | -97.5% | -59.2% |
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 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