-63.2%
FLUT vs ARMK
+41.1%
-104.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.8% | -1.1% |
| 7D | +4.2% | -5.8% | +10.0% | +5.9% |
| 30D | +8.0% | -5.3% | +13.3% | +9.4% |
| 3M | -22.1% | -6.7% | -15.3% | -20.6% |
| 6M | -21.7% | +17.4% | -39.1% | -25.8% |
| YTD | -62.0% | +43.0% | -105.0% | -66.1% |
| 1Y | -63.2% | +40.3% | -103.5% | -67.1% |
| All | -63.2% | +41.1% | -104.3% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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