+2,054.3%
FLUT vs AME
+6,276.7%
-4,222.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.4% |
| 7D | -1.6% | +0.6% | -2.3% | -1.7% |
| 30D | +7.7% | -6.7% | +14.4% | +8.7% |
| 3M | -0.7% | +4.1% | -4.8% | -1.5% |
| 6M | -11.2% | +1.6% | -12.7% | -11.7% |
| YTD | -53.4% | +16.1% | -69.6% | -54.6% |
| 1Y | -65.8% | +27.3% | -93.1% | -67.1% |
| 3Y | -44.9% | +50.9% | -95.8% | -48.3% |
| 5Y | -49.7% | +81.4% | -131.1% | -53.8% |
| 10Y | -9.7% | +417.0% | -426.7% | -24.3% |
| All | +2,054.3% | +6,276.7% | -4,222.5% | +1,581.8% |
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 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