-50.6%
FLUT vs AUR
-36.6%
-14.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.6% | +8.7% | -10.4% | -2.6% |
| 30D | +7.7% | -5.2% | +13.0% | +8.3% |
| 3M | -0.7% | -7.3% | +6.6% | -0.3% |
| 6M | -11.2% | +41.2% | -52.4% | -15.6% |
| YTD | -53.4% | +65.1% | -118.6% | -56.7% |
| 1Y | -65.8% | +13.4% | -79.2% | -66.9% |
| 3Y | -44.9% | +98.1% | -143.1% | -53.8% |
| 5Y | -49.7% | -36.0% | -13.7% | -54.6% |
| All | -50.6% | -36.6% | -14.0% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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