+29.9%
AAPL vs FLUT
-63.1%
+93.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.6% | +5.4% |
| 7D | +1.7% | +4.2% | -2.5% | +1.4% |
| 30D | +5.0% | +8.0% | -3.0% | +4.4% |
| 3M | +13.1% | -22.1% | +35.1% | +14.6% |
| 6M | +26.5% | -21.7% | +48.2% | +27.9% |
| YTD | +28.9% | -62.0% | +90.9% | +36.4% |
| 1Y | +29.9% | -63.2% | +93.1% | +37.5% |
| All | +29.9% | -63.1% | +93.0% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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