+24.6%
FLUT vs ARMK
+350.8%
-326.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -1.6% | -2.4% | +0.8% | -1.2% |
| 30D | +7.7% | 0.0% | +7.7% | +7.7% |
| 3M | -0.7% | +6.7% | -7.4% | -1.8% |
| 6M | -11.2% | +38.8% | -50.0% | -16.0% |
| YTD | -53.4% | +55.2% | -108.6% | -56.8% |
| 1Y | -65.8% | +46.6% | -112.4% | -68.0% |
| 3Y | -44.9% | +112.9% | -157.8% | -51.4% |
| 5Y | -49.7% | +144.0% | -193.7% | -56.5% |
| 10Y | -9.7% | +132.4% | -142.1% | -23.2% |
| All | +24.6% | +350.8% | -326.3% | +6.8% |
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