-58.4%
FLUT vs AMIX
-100.0%
+41.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -20.0% | +23.6% | +3.6% |
| 7D | +4.5% | -8.1% | +12.6% | +4.5% |
| 30D | +9.2% | -52.3% | +61.5% | +9.3% |
| 3M | -13.7% | -83.8% | +70.1% | -13.4% |
| 6M | -9.0% | -79.0% | +69.9% | -8.3% |
| YTD | -60.2% | -87.2% | +26.9% | -59.8% |
| 1Y | -63.1% | -91.7% | +28.6% | -62.6% |
| All | -58.4% | -100.0% | +41.6% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 10y: compounded portfolio wealth divided by compounded AMIX 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…
10y analysis · Full analysis span regression · 6 months rolling