-17.6%
FLUT vs AME
-4.0%
-13.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.1% | -0.2% |
| 7D | -1.1% | -5.2% | +4.1% | -3.4% |
| 30D | +7.7% | -8.0% | +15.7% | +3.6% |
| 3M | -12.2% | -8.9% | -3.3% | -16.2% |
| 6M | -17.6% | -5.0% | -12.6% | -20.5% |
| All | -17.6% | -4.0% | -13.5% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling