-64.1%
FLUT vs AR
+9.7%
-73.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +1.2% |
| 7D | -1.5% | -5.8% | +4.3% | -1.7% |
| 30D | +3.4% | +4.8% | -1.4% | +3.7% |
| 3M | -12.5% | +1.5% | -14.0% | -12.6% |
| 6M | -18.5% | +4.7% | -23.2% | -18.1% |
| YTD | -61.6% | +9.2% | -70.8% | -60.4% |
| 1Y | -64.1% | +11.2% | -75.3% | -63.5% |
| All | -64.1% | +9.7% | -73.8% | -63.5% |
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