-63.2%
FLUT vs AR
+14.7%
-77.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.3% | +3.9% | -2.5% |
| 7D | +4.2% | -11.1% | +15.3% | +3.7% |
| 30D | +8.0% | +7.9% | +0.1% | +8.4% |
| 3M | -22.1% | +4.9% | -27.0% | -21.9% |
| 6M | -21.7% | -5.3% | -16.4% | -22.7% |
| YTD | -62.0% | +8.6% | -70.6% | -61.0% |
| 1Y | -63.2% | +13.7% | -76.8% | -63.2% |
| All | -63.2% | +14.7% | -77.9% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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