+1,658.1%
FLUT vs AME
+6,042.9%
-4,384.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.1% | -1.9% |
| 7D | -1.1% | -5.2% | +4.1% | -0.5% |
| 30D | +7.7% | -8.0% | +15.7% | +8.7% |
| 3M | -12.2% | -8.9% | -3.3% | -11.3% |
| 6M | -17.6% | -5.0% | -12.6% | -17.4% |
| YTD | -62.0% | +11.9% | -73.9% | -62.9% |
| 1Y | -62.3% | +16.6% | -78.9% | -63.3% |
| 3Y | -52.0% | +62.5% | -114.4% | -55.3% |
| 5Y | -51.8% | +67.6% | -119.4% | -55.4% |
| 10Y | -26.3% | +450.4% | -476.7% | -38.6% |
| All | +1,658.1% | +6,042.9% | -4,384.8% | +1,276.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling