-69.7%
FLUT vs AMRZ
-19.3%
-50.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.8% |
| 7D | -1.2% | -4.0% | +2.8% | -0.5% |
| 30D | +5.0% | +12.4% | -7.4% | +2.9% |
| 3M | -16.4% | -11.5% | -4.9% | -15.2% |
| 6M | -14.6% | -21.6% | +7.0% | -12.5% |
| YTD | -61.9% | -23.4% | -38.5% | -61.1% |
| 1Y | -65.0% | -17.2% | -47.9% | -64.8% |
| All | -69.7% | -19.3% | -50.4% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling