+602.6%
ABBV vs FLUT
-22.9%
+625.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | +0.3% |
| 7D | +0.1% | +4.5% | -4.5% | 0.0% |
| 30D | +5.6% | +9.2% | -3.6% | +5.5% |
| 3M | +18.7% | -13.7% | +32.3% | +18.8% |
| 6M | +47.4% | -9.0% | +56.4% | +47.4% |
| YTD | +33.0% | -60.2% | +93.2% | +34.3% |
| 1Y | +34.9% | -63.1% | +98.1% | +36.4% |
| 3Y | +135.2% | -42.5% | +177.6% | +136.1% |
| 5Y | +202.1% | -47.6% | +249.6% | +202.9% |
| 10Y | +602.6% | -22.9% | +625.5% | +637.2% |
| All | +602.6% | -22.9% | +625.5% | +637.2% |
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 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