-11.2%
FLUT vs AR
+6.9%
-18.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | -1.6% | +2.5% | -4.1% | -1.6% |
| 30D | +7.7% | +14.8% | -7.0% | +8.0% |
| 3M | -0.7% | +6.2% | -6.9% | -0.6% |
| 6M | -11.2% | +4.3% | -15.4% | -11.5% |
| All | -11.2% | +6.9% | -18.0% | -11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling