+1.7%
FLUT vs ARMK
+317.2%
-315.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -6.0% | -2.3% |
| 7D | -1.1% | -2.6% | +1.6% | -0.7% |
| 30D | +7.7% | -5.2% | +12.9% | +8.5% |
| 3M | -12.2% | -6.5% | -5.7% | -11.3% |
| 6M | -17.6% | +15.3% | -32.8% | -19.7% |
| YTD | -62.0% | +43.6% | -105.6% | -64.3% |
| 1Y | -62.3% | +42.1% | -104.3% | -64.5% |
| 3Y | -52.0% | +94.0% | -146.0% | -57.0% |
| 5Y | -51.8% | +96.3% | -148.0% | -57.3% |
| 10Y | -26.3% | +126.7% | -153.0% | -36.4% |
| All | +1.7% | +317.2% | -315.5% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling