+79.9%
AAPL vs FLUT
-42.5%
+122.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -2.7% | +3.8% | -6.6% | -3.2% |
| 30D | +1.0% | +6.3% | -5.3% | 0.0% |
| 3M | +5.0% | -4.0% | +9.0% | +5.0% |
| 6M | +23.0% | -10.3% | +33.3% | +23.9% |
| YTD | +16.6% | -53.2% | +69.8% | +29.4% |
| 1Y | +33.4% | -65.0% | +98.5% | +54.6% |
| 3Y | +79.9% | -43.9% | +123.8% | +87.9% |
| All | +79.9% | -42.5% | +122.4% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling