-66.0%
FLUT vs AMRZ
-24.7%
-41.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.4% |
| 3M | -10.8% | -22.1% | +11.3% | -7.8% |
| 6M | -9.2% | -29.6% | +20.4% | -4.9% |
| YTD | -53.8% | -23.3% | -30.5% | -53.0% |
| 1Y | -66.0% | -23.7% | -42.2% | -66.9% |
| All | -66.0% | -24.7% | -41.3% | -66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling