+1,237.1%
AAPL vs FLUT
-10.4%
+1,247.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -3.0% | -2.6% | -0.4% | -2.7% |
| 30D | +2.3% | +5.4% | -3.1% | +1.5% |
| 3M | +8.6% | -10.8% | +19.4% | +9.6% |
| 6M | +21.6% | -9.2% | +30.8% | +22.0% |
| YTD | +16.3% | -53.8% | +70.1% | +26.1% |
| 1Y | +35.1% | -66.0% | +101.0% | +51.4% |
| 3Y | +79.4% | -44.7% | +124.0% | +87.6% |
| 5Y | +109.8% | -50.6% | +160.4% | +112.4% |
| 10Y | +1,237.1% | -10.4% | +1,247.5% | +1,258.5% |
| All | +1,237.1% | -10.4% | +1,247.5% | +1,258.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling