-60.5%
FLUT vs AMIX
-100.0%
+39.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.0% |
| 7D | -0.7% | -9.9% | +9.2% | -0.7% |
| 30D | +9.3% | -52.8% | +62.0% | +9.4% |
| 3M | -17.5% | -80.0% | +62.5% | -17.3% |
| 6M | -14.6% | -80.2% | +65.6% | -14.0% |
| YTD | -62.3% | -88.1% | +25.9% | -61.9% |
| 1Y | -59.6% | -91.1% | +31.4% | -59.2% |
| All | -60.5% | -100.0% | +39.4% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling