-63.2%
FLUT vs AS
+3.3%
-66.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.1% | -7.4% | -3.4% |
| 7D | +4.2% | +13.8% | -9.6% | +1.2% |
| 30D | +8.0% | +16.7% | -8.7% | +4.4% |
| 3M | -22.1% | -11.5% | -10.6% | -20.6% |
| 6M | -21.7% | -5.5% | -16.2% | -21.9% |
| YTD | -62.0% | -14.2% | -47.8% | -61.5% |
| 1Y | -63.2% | +2.1% | -65.2% | -65.4% |
| All | -63.2% | +3.3% | -66.5% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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