-63.3%
FLUT vs AMRZ
-19.2%
-44.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -1.0% |
| 7D | -2.6% | -4.7% | +2.1% | -1.9% |
| 30D | +5.4% | -11.3% | +16.6% | +7.2% |
| 3M | -10.8% | -22.1% | +11.3% | -8.0% |
| 6M | -9.2% | -29.6% | +20.4% | -5.3% |
| YTD | -53.8% | -23.3% | -30.5% | -52.8% |
| 1Y | -66.0% | -23.7% | -42.2% | -65.6% |
| All | -63.3% | -19.2% | -44.1% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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