+40.7%
ABBV vs FLUT
-63.1%
+103.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.0% |
| 7D | +3.1% | +4.2% | -1.1% | +3.3% |
| 30D | +11.6% | +8.0% | +3.6% | +12.0% |
| 3M | +21.7% | -22.1% | +43.7% | +20.5% |
| 6M | +43.5% | -21.7% | +65.2% | +42.3% |
| YTD | +32.9% | -62.0% | +94.9% | +25.7% |
| 1Y | +40.7% | -63.2% | +103.8% | +33.2% |
| All | +40.7% | -63.1% | +103.8% | +33.2% |
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