-52.2%
FLUT vs AS
+120.4%
-172.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.8% | -2.9% |
| 7D | -1.6% | -4.9% | +3.3% | -0.7% |
| 30D | +7.7% | -19.6% | +27.4% | +12.5% |
| 3M | -0.7% | -14.4% | +13.7% | +2.1% |
| 6M | -11.2% | -20.1% | +9.0% | -7.7% |
| YTD | -53.4% | -20.9% | -32.5% | -51.7% |
| 1Y | -65.8% | -21.9% | -43.9% | -64.5% |
| All | -52.2% | +120.4% | -172.6% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling