-62.8%
FLUT vs AMRZ
-17.3%
-45.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.2% |
| 7D | +3.8% | -2.0% | +5.8% | +4.1% |
| 30D | +6.3% | -9.8% | +16.1% | +7.9% |
| 3M | -4.0% | -17.2% | +13.2% | -2.1% |
| 6M | -10.3% | -26.9% | +16.6% | -7.0% |
| YTD | -53.2% | -21.5% | -31.7% | -52.3% |
| 1Y | -65.0% | -22.9% | -42.2% | -64.8% |
| All | -62.8% | -17.3% | -45.5% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling